Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 125.19 125.28 0.09 0.1% 124.77
High 125.35 125.31 -0.04 0.0% 125.35
Low 124.95 124.95 0.00 0.0% 124.16
Close 125.26 124.85 -0.41 -0.3% 124.85
Range 0.40 0.36 -0.04 -10.0% 1.19
ATR 0.42 0.42 0.00 -1.0% 0.00
Volume 145 8 -137 -94.5% 188
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 126.12 125.84 125.05
R3 125.76 125.48 124.95
R2 125.40 125.40 124.92
R1 125.12 125.12 124.88 125.08
PP 125.04 125.04 125.04 125.02
S1 124.76 124.76 124.82 124.72
S2 124.68 124.68 124.78
S3 124.32 124.40 124.75
S4 123.96 124.04 124.65
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.36 127.79 125.50
R3 127.17 126.60 125.18
R2 125.98 125.98 125.07
R1 125.41 125.41 124.96 125.70
PP 124.79 124.79 124.79 124.93
S1 124.22 124.22 124.74 124.51
S2 123.60 123.60 124.63
S3 122.41 123.03 124.52
S4 121.22 121.84 124.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.35 124.16 1.19 1.0% 0.41 0.3% 58% False False 37
10 125.35 123.28 2.07 1.7% 0.31 0.2% 76% False False 79
20 125.35 123.28 2.07 1.7% 0.15 0.1% 76% False False 125
40 125.35 120.89 4.46 3.6% 0.08 0.1% 89% False False 248
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.84
2.618 126.25
1.618 125.89
1.000 125.67
0.618 125.53
HIGH 125.31
0.618 125.17
0.500 125.13
0.382 125.09
LOW 124.95
0.618 124.73
1.000 124.59
1.618 124.37
2.618 124.01
4.250 123.42
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 125.13 124.85
PP 125.04 124.84
S1 124.94 124.84

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

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