Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 122.51 122.90 0.39 0.3% 125.44
High 122.84 122.90 0.06 0.0% 125.44
Low 122.40 122.48 0.08 0.1% 123.03
Close 122.83 122.45 -0.38 -0.3% 123.59
Range 0.44 0.42 -0.02 -4.5% 2.41
ATR 0.41 0.41 0.00 0.1% 0.00
Volume 184 75 -109 -59.2% 1,182
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 123.87 123.58 122.68
R3 123.45 123.16 122.57
R2 123.03 123.03 122.53
R1 122.74 122.74 122.49 122.68
PP 122.61 122.61 122.61 122.58
S1 122.32 122.32 122.41 122.26
S2 122.19 122.19 122.37
S3 121.77 121.90 122.33
S4 121.35 121.48 122.22
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 131.25 129.83 124.92
R3 128.84 127.42 124.25
R2 126.43 126.43 124.03
R1 125.01 125.01 123.81 124.52
PP 124.02 124.02 124.02 123.77
S1 122.60 122.60 123.37 122.11
S2 121.61 121.61 123.15
S3 119.20 120.19 122.93
S4 116.79 117.78 122.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.60 122.37 1.23 1.0% 0.38 0.3% 7% False False 92
10 126.02 122.37 3.65 3.0% 0.35 0.3% 2% False False 154
20 128.13 122.37 5.76 4.7% 0.18 0.1% 1% False False 126
40 129.76 122.37 7.39 6.0% 0.09 0.1% 1% False False 167
60 131.02 122.37 8.65 7.1% 0.06 0.0% 1% False False 140
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.69
2.618 124.00
1.618 123.58
1.000 123.32
0.618 123.16
HIGH 122.90
0.618 122.74
0.500 122.69
0.382 122.64
LOW 122.48
0.618 122.22
1.000 122.06
1.618 121.80
2.618 121.38
4.250 120.70
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 122.69 122.87
PP 122.61 122.73
S1 122.53 122.59

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

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