Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 124.07 124.30 0.23 0.2% 124.00
High 124.17 124.58 0.41 0.3% 124.58
Low 124.07 124.12 0.05 0.0% 123.28
Close 124.01 124.59 0.58 0.5% 124.59
Range 0.10 0.46 0.36 360.0% 1.30
ATR 0.36 0.37 0.02 4.2% 0.00
Volume 8 133 125 1,562.5% 603
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 125.81 125.66 124.84
R3 125.35 125.20 124.72
R2 124.89 124.89 124.67
R1 124.74 124.74 124.63 124.82
PP 124.43 124.43 124.43 124.47
S1 124.28 124.28 124.55 124.36
S2 123.97 123.97 124.51
S3 123.51 123.82 124.46
S4 123.05 123.36 124.34
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.05 127.62 125.31
R3 126.75 126.32 124.95
R2 125.45 125.45 124.83
R1 125.02 125.02 124.71 125.24
PP 124.15 124.15 124.15 124.26
S1 123.72 123.72 124.47 123.94
S2 122.85 122.85 124.35
S3 121.55 122.42 124.23
S4 120.25 121.12 123.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.58 123.28 1.30 1.0% 0.21 0.2% 101% True False 120
10 124.58 123.28 1.30 1.0% 0.10 0.1% 101% True False 106
20 124.58 122.93 1.65 1.3% 0.05 0.0% 101% True False 160
40 124.58 119.59 4.99 4.0% 0.03 0.0% 100% True False 276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 126.54
2.618 125.78
1.618 125.32
1.000 125.04
0.618 124.86
HIGH 124.58
0.618 124.40
0.500 124.35
0.382 124.30
LOW 124.12
0.618 123.84
1.000 123.66
1.618 123.38
2.618 122.92
4.250 122.17
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 124.51 124.44
PP 124.43 124.29
S1 124.35 124.14

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These figures are updated between 7pm and 10pm EST after a trading day.

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