Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 122.93 122.32 -0.61 -0.5% 123.11
High 122.93 122.35 -0.58 -0.5% 123.50
Low 122.16 122.06 -0.10 -0.1% 122.06
Close 122.24 122.35 0.11 0.1% 122.35
Range 0.77 0.29 -0.48 -62.3% 1.44
ATR 0.57 0.55 -0.02 -3.5% 0.00
Volume 942 565 -377 -40.0% 1,755
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 123.12 123.03 122.51
R3 122.83 122.74 122.43
R2 122.54 122.54 122.40
R1 122.45 122.45 122.38 122.50
PP 122.25 122.25 122.25 122.28
S1 122.16 122.16 122.32 122.21
S2 121.96 121.96 122.30
S3 121.67 121.87 122.27
S4 121.38 121.58 122.19
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 126.96 126.09 123.14
R3 125.52 124.65 122.75
R2 124.08 124.08 122.61
R1 123.21 123.21 122.48 122.93
PP 122.64 122.64 122.64 122.49
S1 121.77 121.77 122.22 121.49
S2 121.20 121.20 122.09
S3 119.76 120.33 121.95
S4 118.32 118.89 121.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.50 122.06 1.44 1.2% 0.50 0.4% 20% False True 351
10 124.90 122.06 2.84 2.3% 0.54 0.4% 10% False True 336
20 124.97 122.06 2.91 2.4% 0.56 0.5% 10% False True 188
40 127.27 122.06 5.21 4.3% 0.40 0.3% 6% False True 147
60 129.76 122.06 7.70 6.3% 0.26 0.2% 4% False True 130
80 131.02 122.06 8.96 7.3% 0.20 0.2% 3% False True 143
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 0.05
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123.58
2.618 123.11
1.618 122.82
1.000 122.64
0.618 122.53
HIGH 122.35
0.618 122.24
0.500 122.21
0.382 122.17
LOW 122.06
0.618 121.88
1.000 121.77
1.618 121.59
2.618 121.30
4.250 120.83
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 122.30 122.50
PP 122.25 122.45
S1 122.21 122.40

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

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