Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 124.29 124.38 0.09 0.1% 123.10
High 124.34 124.67 0.33 0.3% 123.98
Low 123.83 124.38 0.55 0.4% 123.00
Close 124.23 124.67 0.44 0.4% 123.86
Range 0.51 0.29 -0.22 -43.1% 0.98
ATR 0.51 0.51 -0.01 -1.0% 0.00
Volume 5 66 61 1,220.0% 31
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.44 125.35 124.83
R3 125.15 125.06 124.75
R2 124.86 124.86 124.72
R1 124.77 124.77 124.70 124.82
PP 124.57 124.57 124.57 124.60
S1 124.48 124.48 124.64 124.53
S2 124.28 124.28 124.62
S3 123.99 124.19 124.59
S4 123.70 123.90 124.51
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.55 126.19 124.40
R3 125.57 125.21 124.13
R2 124.59 124.59 124.04
R1 124.23 124.23 123.95 124.41
PP 123.61 123.61 123.61 123.71
S1 123.25 123.25 123.77 123.43
S2 122.63 122.63 123.68
S3 121.65 122.27 123.59
S4 120.67 121.29 123.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.67 123.13 1.54 1.2% 0.47 0.4% 100% True False 17
10 124.67 123.00 1.67 1.3% 0.41 0.3% 100% True False 14
20 125.44 122.37 3.07 2.5% 0.40 0.3% 75% False False 84
40 129.76 122.37 7.39 5.9% 0.20 0.2% 31% False False 94
60 131.01 122.37 8.64 6.9% 0.13 0.1% 27% False False 128
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 False
Stretch 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.90
2.618 125.43
1.618 125.14
1.000 124.96
0.618 124.85
HIGH 124.67
0.618 124.56
0.500 124.53
0.382 124.49
LOW 124.38
0.618 124.20
1.000 124.09
1.618 123.91
2.618 123.62
4.250 123.15
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 124.62 124.51
PP 124.57 124.34
S1 124.53 124.18

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

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