Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 126.75 126.66 -0.09 -0.1% 128.66
High 126.75 126.66 -0.09 -0.1% 128.66
Low 126.75 126.66 -0.09 -0.1% 126.75
Close 126.66 127.19 0.53 0.4% 126.66
Range
ATR 0.21 0.19 -0.01 -7.1% 0.00
Volume 30 280 250 833.3% 501
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 126.84 127.01 127.19
R3 126.84 127.01 127.19
R2 126.84 126.84 127.19
R1 127.01 127.01 127.19 126.93
PP 126.84 126.84 126.84 126.79
S1 127.01 127.01 127.19 126.93
S2 126.84 126.84 127.19
S3 126.84 127.01 127.19
S4 126.84 127.01 127.19
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.09 131.78 127.71
R3 131.18 129.87 127.19
R2 129.27 129.27 127.01
R1 127.96 127.96 126.84 127.66
PP 127.36 127.36 127.36 127.21
S1 126.05 126.05 126.48 125.75
S2 125.45 125.45 126.31
S3 123.54 124.14 126.13
S4 121.63 122.23 125.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.12 126.66 1.46 1.1% 0.00 0.0% 36% False True 124
10 129.61 126.66 2.95 2.3% 0.00 0.0% 18% False True 129
20 129.76 126.66 3.10 2.4% 0.00 0.0% 17% False True 168
40 131.02 126.66 4.36 3.4% 0.00 0.0% 12% False True 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.00
Fibonacci Retracements and Extensions
4.250 126.66
2.618 126.66
1.618 126.66
1.000 126.66
0.618 126.66
HIGH 126.66
0.618 126.66
0.500 126.66
0.382 126.66
LOW 126.66
0.618 126.66
1.000 126.66
1.618 126.66
2.618 126.66
4.250 126.66
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 127.01 127.19
PP 126.84 127.18
S1 126.66 127.18

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

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