Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 123.26 122.74 -0.52 -0.4% 124.65
High 123.26 122.94 -0.32 -0.3% 124.90
Low 122.64 122.50 -0.14 -0.1% 123.03
Close 122.64 122.91 0.27 0.2% 123.47
Range 0.62 0.44 -0.18 -29.0% 1.87
ATR 0.57 0.56 -0.01 -1.6% 0.00
Volume 29 21 -8 -27.6% 1,612
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 124.10 123.95 123.15
R3 123.66 123.51 123.03
R2 123.22 123.22 122.99
R1 123.07 123.07 122.95 123.15
PP 122.78 122.78 122.78 122.82
S1 122.63 122.63 122.87 122.71
S2 122.34 122.34 122.83
S3 121.90 122.19 122.79
S4 121.46 121.75 122.67
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
5 123.58 122.50 1.08 0.9% 0.47 0.4% 38% False True 360
10 124.92 122.50 2.42 2.0% 0.57 0.5% 17% False True 213
20 124.97 122.50 2.47 2.0% 0.52 0.4% 17% False True 113
40 128.13 122.37 5.76 4.7% 0.37 0.3% 9% False False 112
60 129.76 122.37 7.39 6.0% 0.25 0.2% 7% False False 131
80 131.02 122.37 8.65 7.0% 0.19 0.2% 6% False False 129
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.81
2.618 124.09
1.618 123.65
1.000 123.38
0.618 123.21
HIGH 122.94
0.618 122.77
0.500 122.72
0.382 122.67
LOW 122.50
0.618 122.23
1.000 122.06
1.618 121.79
2.618 121.35
4.250 120.63
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 122.85 123.00
PP 122.78 122.97
S1 122.72 122.94

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

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