Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 124.08 124.24 0.16 0.1% 123.12
High 124.08 124.24 0.16 0.1% 123.37
Low 124.08 123.74 -0.34 -0.3% 122.37
Close 124.02 123.72 -0.30 -0.2% 122.95
Range 0.00 0.50 0.50 1.00
ATR 0.46 0.46 0.00 0.6% 0.00
Volume 3 4 1 33.3% 363
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.40 125.06 124.00
R3 124.90 124.56 123.86
R2 124.40 124.40 123.81
R1 124.06 124.06 123.77 123.98
PP 123.90 123.90 123.90 123.86
S1 123.56 123.56 123.67 123.48
S2 123.40 123.40 123.63
S3 122.90 123.06 123.58
S4 122.40 122.56 123.45
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.90 125.42 123.50
R3 124.90 124.42 123.23
R2 123.90 123.90 123.13
R1 123.42 123.42 123.04 123.16
PP 122.90 122.90 122.90 122.77
S1 122.42 122.42 122.86 122.16
S2 121.90 121.90 122.77
S3 120.90 121.42 122.68
S4 119.90 120.42 122.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.24 122.90 1.34 1.1% 0.31 0.3% 61% True False 10
10 124.24 122.37 1.87 1.5% 0.35 0.3% 72% True False 51
20 127.27 122.37 4.90 4.0% 0.25 0.2% 28% False False 99
40 129.76 122.37 7.39 6.0% 0.13 0.1% 18% False False 101
60 131.02 122.37 8.65 7.0% 0.08 0.1% 16% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126.37
2.618 125.55
1.618 125.05
1.000 124.74
0.618 124.55
HIGH 124.24
0.618 124.05
0.500 123.99
0.382 123.93
LOW 123.74
0.618 123.43
1.000 123.24
1.618 122.93
2.618 122.43
4.250 121.62
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 123.99 123.89
PP 123.90 123.83
S1 123.81 123.78

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

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