Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 121.93 121.79 -0.14 -0.1% 122.27
High 122.00 121.86 -0.14 -0.1% 122.90
Low 121.50 121.30 -0.20 -0.2% 121.82
Close 121.60 121.46 -0.14 -0.1% 122.32
Range 0.50 0.56 0.06 12.0% 1.08
ATR 0.55 0.55 0.00 0.2% 0.00
Volume 1,402 5,168 3,766 268.6% 4,156
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.22 122.90 121.77
R3 122.66 122.34 121.61
R2 122.10 122.10 121.56
R1 121.78 121.78 121.51 121.66
PP 121.54 121.54 121.54 121.48
S1 121.22 121.22 121.41 121.10
S2 120.98 120.98 121.36
S3 120.42 120.66 121.31
S4 119.86 120.10 121.15
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.59 125.03 122.91
R3 124.51 123.95 122.62
R2 123.43 123.43 122.52
R1 122.87 122.87 122.42 123.15
PP 122.35 122.35 122.35 122.49
S1 121.79 121.79 122.22 122.07
S2 121.27 121.27 122.12
S3 120.19 120.71 122.02
S4 119.11 119.63 121.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.45 121.30 1.15 0.9% 0.50 0.4% 14% False True 1,561
10 122.93 121.30 1.63 1.3% 0.49 0.4% 10% False True 1,318
20 124.92 121.30 3.62 3.0% 0.53 0.4% 4% False True 765
40 124.97 121.30 3.67 3.0% 0.49 0.4% 4% False True 425
60 129.61 121.30 8.31 6.8% 0.33 0.3% 2% False True 316
80 131.01 121.30 9.71 8.0% 0.25 0.2% 2% False True 286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.24
2.618 123.33
1.618 122.77
1.000 122.42
0.618 122.21
HIGH 121.86
0.618 121.65
0.500 121.58
0.382 121.51
LOW 121.30
0.618 120.95
1.000 120.74
1.618 120.39
2.618 119.83
4.250 118.92
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 121.58 121.87
PP 121.54 121.73
S1 121.50 121.60

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

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