Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 124.39 124.48 0.09 0.1% 126.16
High 124.43 125.33 0.90 0.7% 126.16
Low 124.20 124.48 0.28 0.2% 123.96
Close 124.37 125.25 0.88 0.7% 124.13
Range 0.23 0.85 0.62 269.6% 2.20
ATR 0.49 0.53 0.03 6.7% 0.00
Volume 35 69 34 97.1% 1,114
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 127.57 127.26 125.72
R3 126.72 126.41 125.48
R2 125.87 125.87 125.41
R1 125.56 125.56 125.33 125.72
PP 125.02 125.02 125.02 125.10
S1 124.71 124.71 125.17 124.87
S2 124.17 124.17 125.09
S3 123.32 123.86 125.02
S4 122.47 123.01 124.78
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
5 125.33 123.96 1.37 1.1% 0.49 0.4% 94% True False 134
10 126.20 123.96 2.24 1.8% 0.52 0.4% 58% False False 139
20 126.20 123.96 2.24 1.8% 0.48 0.4% 58% False False 89
40 126.20 122.93 3.27 2.6% 0.25 0.2% 71% False False 134
60 126.20 119.36 6.84 5.5% 0.17 0.1% 86% False False 218
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 0.03
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128.94
2.618 127.56
1.618 126.71
1.000 126.18
0.618 125.86
HIGH 125.33
0.618 125.01
0.500 124.91
0.382 124.80
LOW 124.48
0.618 123.95
1.000 123.63
1.618 123.10
2.618 122.25
4.250 120.87
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 125.14 125.09
PP 125.02 124.93
S1 124.91 124.77

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

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