Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 122.75 122.84 0.09 0.1% 121.07
High 123.00 123.13 0.13 0.1% 122.41
Low 122.56 122.77 0.21 0.2% 121.00
Close 122.85 122.98 0.13 0.1% 121.65
Range 0.44 0.36 -0.08 -18.2% 1.41
ATR 0.56 0.55 -0.01 -2.6% 0.00
Volume 15,499 12,822 -2,677 -17.3% 34,105
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.04 123.87 123.18
R3 123.68 123.51 123.08
R2 123.32 123.32 123.05
R1 123.15 123.15 123.01 123.24
PP 122.96 122.96 122.96 123.00
S1 122.79 122.79 122.95 122.88
S2 122.60 122.60 122.91
S3 122.24 122.43 122.88
S4 121.88 122.07 122.78
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.92 125.19 122.43
R3 124.51 123.78 122.04
R2 123.10 123.10 121.91
R1 122.37 122.37 121.78 122.74
PP 121.69 121.69 121.69 121.87
S1 120.96 120.96 121.52 121.33
S2 120.28 120.28 121.39
S3 118.87 119.55 121.26
S4 117.46 118.14 120.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.13 121.66 1.47 1.2% 0.49 0.4% 90% True False 12,607
10 123.13 121.00 2.13 1.7% 0.51 0.4% 93% True False 8,408
20 123.13 120.92 2.21 1.8% 0.49 0.4% 93% True False 6,008
40 124.97 120.92 4.05 3.3% 0.51 0.4% 51% False False 3,199
60 127.27 120.92 6.35 5.2% 0.46 0.4% 32% False False 2,163
80 129.76 120.92 8.84 7.2% 0.34 0.3% 23% False False 1,647
100 131.02 120.92 10.10 8.2% 0.28 0.2% 20% False False 1,356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.06
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124.66
2.618 124.07
1.618 123.71
1.000 123.49
0.618 123.35
HIGH 123.13
0.618 122.99
0.500 122.95
0.382 122.91
LOW 122.77
0.618 122.55
1.000 122.41
1.618 122.19
2.618 121.83
4.250 121.24
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 122.97 122.93
PP 122.96 122.87
S1 122.95 122.82

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

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