Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 124.90 124.45 -0.45 -0.4% 124.29
High 124.90 124.45 -0.45 -0.4% 124.97
Low 124.38 123.25 -1.13 -0.9% 123.83
Close 124.36 123.26 -1.10 -0.9% 124.69
Range 0.52 1.20 0.68 130.8% 1.14
ATR 0.54 0.59 0.05 8.7% 0.00
Volume 39 16 -23 -59.0% 360
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.25 126.46 123.92
R3 126.05 125.26 123.59
R2 124.85 124.85 123.48
R1 124.06 124.06 123.37 123.86
PP 123.65 123.65 123.65 123.55
S1 122.86 122.86 123.15 122.66
S2 122.45 122.45 123.04
S3 121.25 121.66 122.93
S4 120.05 120.46 122.60
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.92 127.44 125.32
R3 126.78 126.30 125.00
R2 125.64 125.64 124.90
R1 125.16 125.16 124.79 125.40
PP 124.50 124.50 124.50 124.62
S1 124.02 124.02 124.59 124.26
S2 123.36 123.36 124.48
S3 122.22 122.88 124.38
S4 121.08 121.74 124.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.92 123.25 1.67 1.4% 0.66 0.5% 1% False True 66
10 124.97 123.25 1.72 1.4% 0.60 0.5% 1% False True 43
20 124.97 122.37 2.60 2.1% 0.54 0.4% 34% False False 42
40 128.13 122.37 5.76 4.7% 0.31 0.3% 15% False False 83
60 129.76 122.37 7.39 6.0% 0.21 0.2% 12% False False 124
80 131.39 122.37 9.02 7.3% 0.16 0.1% 10% False False 116
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 0.06
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 129.55
2.618 127.59
1.618 126.39
1.000 125.65
0.618 125.19
HIGH 124.45
0.618 123.99
0.500 123.85
0.382 123.71
LOW 123.25
0.618 122.51
1.000 122.05
1.618 121.31
2.618 120.11
4.250 118.15
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 123.85 124.08
PP 123.65 123.80
S1 123.46 123.53

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

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