Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 123.10 123.45 0.35 0.3% 123.12
High 123.29 123.87 0.58 0.5% 123.37
Low 122.90 123.40 0.50 0.4% 122.37
Close 122.95 123.87 0.92 0.7% 122.95
Range 0.39 0.47 0.08 20.5% 1.00
ATR 0.44 0.48 0.03 7.7% 0.00
Volume 5 32 27 540.0% 363
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.12 124.97 124.13
R3 124.65 124.50 124.00
R2 124.18 124.18 123.96
R1 124.03 124.03 123.91 124.11
PP 123.71 123.71 123.71 123.75
S1 123.56 123.56 123.83 123.64
S2 123.24 123.24 123.78
S3 122.77 123.09 123.74
S4 122.30 122.62 123.61
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.90 125.42 123.50
R3 124.90 124.42 123.23
R2 123.90 123.90 123.13
R1 123.42 123.42 123.04 123.16
PP 122.90 122.90 122.90 122.77
S1 122.42 122.42 122.86 122.16
S2 121.90 121.90 122.77
S3 120.90 121.42 122.68
S4 119.90 120.42 122.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.87 122.37 1.50 1.2% 0.54 0.4% 100% True False 78
10 124.00 122.37 1.63 1.3% 0.44 0.4% 92% False False 157
20 128.13 122.37 5.76 4.7% 0.22 0.2% 26% False False 112
40 129.76 122.37 7.39 6.0% 0.11 0.1% 20% False False 140
60 131.02 122.37 8.65 7.0% 0.07 0.1% 17% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.87
2.618 125.10
1.618 124.63
1.000 124.34
0.618 124.16
HIGH 123.87
0.618 123.69
0.500 123.64
0.382 123.58
LOW 123.40
0.618 123.11
1.000 122.93
1.618 122.64
2.618 122.17
4.250 121.40
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 123.79 123.64
PP 123.71 123.41
S1 123.64 123.18

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

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