Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 121.07 121.12 0.05 0.0% 121.01
High 121.45 121.37 -0.08 -0.1% 121.60
Low 121.07 121.00 -0.07 -0.1% 120.92
Close 121.26 121.27 0.01 0.0% 121.38
Range 0.38 0.37 -0.01 -2.6% 0.68
ATR 0.52 0.51 -0.01 -2.0% 0.00
Volume 7,573 4,921 -2,652 -35.0% 23,194
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 122.32 122.17 121.47
R3 121.95 121.80 121.37
R2 121.58 121.58 121.34
R1 121.43 121.43 121.30 121.51
PP 121.21 121.21 121.21 121.25
S1 121.06 121.06 121.24 121.14
S2 120.84 120.84 121.20
S3 120.47 120.69 121.17
S4 120.10 120.32 121.07
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.34 123.04 121.75
R3 122.66 122.36 121.57
R2 121.98 121.98 121.50
R1 121.68 121.68 121.44 121.83
PP 121.30 121.30 121.30 121.38
S1 121.00 121.00 121.32 121.15
S2 120.62 120.62 121.26
S3 119.94 120.32 121.19
S4 119.26 119.64 121.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.60 120.92 0.68 0.6% 0.44 0.4% 51% False False 5,568
10 121.86 120.92 0.94 0.8% 0.45 0.4% 37% False False 4,715
20 122.94 120.92 2.02 1.7% 0.46 0.4% 17% False False 2,759
40 124.97 120.92 4.05 3.3% 0.49 0.4% 9% False False 1,436
60 128.13 120.92 7.21 5.9% 0.39 0.3% 5% False False 999
80 129.76 120.92 8.84 7.3% 0.30 0.2% 4% False False 798
100 131.02 120.92 10.10 8.3% 0.24 0.2% 3% False False 656
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.94
2.618 122.34
1.618 121.97
1.000 121.74
0.618 121.60
HIGH 121.37
0.618 121.23
0.500 121.19
0.382 121.14
LOW 121.00
0.618 120.77
1.000 120.63
1.618 120.40
2.618 120.03
4.250 119.43
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 121.24 121.30
PP 121.21 121.29
S1 121.19 121.28

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

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