Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
04-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 124.40 124.39 -0.01 0.0% 126.16
High 124.40 124.43 0.03 0.0% 126.16
Low 124.25 124.20 -0.05 0.0% 123.96
Close 124.23 124.37 0.14 0.1% 124.13
Range 0.15 0.23 0.08 53.3% 2.20
ATR 0.51 0.49 -0.02 -4.0% 0.00
Volume 40 35 -5 -12.5% 1,114
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 125.02 124.93 124.50
R3 124.79 124.70 124.43
R2 124.56 124.56 124.41
R1 124.47 124.47 124.39 124.40
PP 124.33 124.33 124.33 124.30
S1 124.24 124.24 124.35 124.17
S2 124.10 124.10 124.33
S3 123.87 124.01 124.31
S4 123.64 123.78 124.24
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.35 129.94 125.34
R3 129.15 127.74 124.74
R2 126.95 126.95 124.53
R1 125.54 125.54 124.33 125.15
PP 124.75 124.75 124.75 124.55
S1 123.34 123.34 123.93 122.95
S2 122.55 122.55 123.73
S3 120.35 121.14 123.53
S4 118.15 118.94 122.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.94 123.96 0.98 0.8% 0.43 0.3% 42% False False 143
10 126.20 123.96 2.24 1.8% 0.54 0.4% 18% False False 137
20 126.20 123.69 2.51 2.0% 0.44 0.4% 27% False False 89
40 126.20 122.78 3.42 2.7% 0.23 0.2% 46% False False 135
60 126.20 118.80 7.40 5.9% 0.15 0.1% 75% False False 220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.41
2.618 125.03
1.618 124.80
1.000 124.66
0.618 124.57
HIGH 124.43
0.618 124.34
0.500 124.32
0.382 124.29
LOW 124.20
0.618 124.06
1.000 123.97
1.618 123.83
2.618 123.60
4.250 123.22
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 124.35 124.32
PP 124.33 124.28
S1 124.32 124.23

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

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