Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 123.32 123.50 0.18 0.1% 124.65
High 123.50 123.58 0.08 0.1% 124.90
Low 123.03 123.15 0.12 0.1% 123.03
Close 123.22 123.47 0.25 0.2% 123.47
Range 0.47 0.43 -0.04 -8.5% 1.87
ATR 0.58 0.57 -0.01 -1.9% 0.00
Volume 45 1,510 1,465 3,255.6% 1,612
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 124.69 124.51 123.71
R3 124.26 124.08 123.59
R2 123.83 123.83 123.55
R1 123.65 123.65 123.51 123.53
PP 123.40 123.40 123.40 123.34
S1 123.22 123.22 123.43 123.10
S2 122.97 122.97 123.39
S3 122.54 122.79 123.35
S4 122.11 122.36 123.23
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.41 128.31 124.50
R3 127.54 126.44 123.98
R2 125.67 125.67 123.81
R1 124.57 124.57 123.64 124.19
PP 123.80 123.80 123.80 123.61
S1 122.70 122.70 123.30 122.32
S2 121.93 121.93 123.13
S3 120.06 120.83 122.96
S4 118.19 118.96 122.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.90 123.03 1.87 1.5% 0.57 0.5% 24% False False 322
10 124.97 123.03 1.94 1.6% 0.61 0.5% 23% False False 197
20 124.97 122.48 2.49 2.0% 0.51 0.4% 40% False False 106
40 128.13 122.37 5.76 4.7% 0.33 0.3% 19% False False 114
60 129.76 122.37 7.39 6.0% 0.22 0.2% 15% False False 147
80 131.39 122.37 9.02 7.3% 0.17 0.1% 12% False False 133
Crabel Price Patterns
NR True
NR4 True
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.41
2.618 124.71
1.618 124.28
1.000 124.01
0.618 123.85
HIGH 123.58
0.618 123.42
0.500 123.37
0.382 123.31
LOW 123.15
0.618 122.88
1.000 122.72
1.618 122.45
2.618 122.02
4.250 121.32
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 123.44 123.74
PP 123.40 123.65
S1 123.37 123.56

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

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