Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 128.66 128.66 0.00 0.0% 129.76
High 128.66 128.66 0.00 0.0% 129.76
Low 128.66 128.66 0.00 0.0% 128.66
Close 128.66 128.12 -0.54 -0.4% 128.66
Range
ATR 0.30 0.28 -0.02 -7.1% 0.00
Volume 157 157 0 0.0% 634
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 128.48 128.30 128.12
R3 128.48 128.30 128.12
R2 128.48 128.48 128.12
R1 128.30 128.30 128.12 128.39
PP 128.48 128.48 128.48 128.53
S1 128.30 128.30 128.12 128.39
S2 128.48 128.48 128.12
S3 128.48 128.30 128.12
S4 128.48 128.30 128.12
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 132.33 131.59 129.27
R3 131.23 130.49 128.96
R2 130.13 130.13 128.86
R1 129.39 129.39 128.76 129.21
PP 129.03 129.03 129.03 128.94
S1 128.29 128.29 128.56 128.11
S2 127.93 127.93 128.46
S3 126.83 127.19 128.36
S4 125.73 126.09 128.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.61 128.66 0.95 0.7% 0.00 0.0% -57% False True 134
10 129.76 128.66 1.10 0.9% 0.00 0.0% -49% False True 100
20 129.76 127.79 1.97 1.5% 0.00 0.0% 17% False False 208
40 131.39 127.79 3.60 2.8% 0.00 0.0% 9% False False 149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 128.66
2.618 128.66
1.618 128.66
1.000 128.66
0.618 128.66
HIGH 128.66
0.618 128.66
0.500 128.66
0.382 128.66
LOW 128.66
0.618 128.66
1.000 128.66
1.618 128.66
2.618 128.66
4.250 128.66
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 128.66 129.05
PP 128.48 128.74
S1 128.30 128.43

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

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