Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 126.66 127.19 0.53 0.4% 128.66
High 126.66 127.19 0.53 0.4% 128.66
Low 126.66 127.19 0.53 0.4% 126.75
Close 127.19 128.13 0.94 0.7% 126.66
Range
ATR 0.19 0.18 -0.01 -7.1% 0.00
Volume 280 61 -219 -78.2% 501
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 127.50 127.82 128.13
R3 127.50 127.82 128.13
R2 127.50 127.50 128.13
R1 127.82 127.82 128.13 127.66
PP 127.50 127.50 127.50 127.43
S1 127.82 127.82 128.13 127.66
S2 127.50 127.50 128.13
S3 127.50 127.82 128.13
S4 127.50 127.82 128.13
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
5 127.70 126.66 1.04 0.8% 0.00 0.0% 141% False False 105
10 129.45 126.66 2.79 2.2% 0.00 0.0% 53% False False 125
20 129.76 126.66 3.10 2.4% 0.00 0.0% 47% False False 131
40 131.02 126.66 4.36 3.4% 0.00 0.0% 34% False False 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
4.250 127.19
2.618 127.19
1.618 127.19
1.000 127.19
0.618 127.19
HIGH 127.19
0.618 127.19
0.500 127.19
0.382 127.19
LOW 127.19
0.618 127.19
1.000 127.19
1.618 127.19
2.618 127.19
4.250 127.19
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 127.82 127.73
PP 127.50 127.33
S1 127.19 126.93

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

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