Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 124.00 123.14 -0.86 -0.7% 126.60
High 124.00 123.60 -0.40 -0.3% 127.27
Low 123.43 123.03 -0.40 -0.3% 126.02
Close 124.29 123.03 -1.26 -1.0% 125.44
Range 0.57 0.57 0.00 0.0% 1.25
ATR 0.27 0.35 0.07 25.6% 0.00
Volume 511 174 -337 -65.9% 355
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 124.93 124.55 123.34
R3 124.36 123.98 123.19
R2 123.79 123.79 123.13
R1 123.41 123.41 123.08 123.32
PP 123.22 123.22 123.22 123.17
S1 122.84 122.84 122.98 122.75
S2 122.65 122.65 122.93
S3 122.08 122.27 122.87
S4 121.51 121.70 122.72
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.99 128.97 126.13
R3 128.74 127.72 125.78
R2 127.49 127.49 125.67
R1 126.47 126.47 125.55 126.36
PP 126.24 126.24 126.24 126.19
S1 125.22 125.22 125.33 125.11
S2 124.99 124.99 125.21
S3 123.74 123.97 125.10
S4 122.49 122.72 124.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.27 123.03 3.24 2.6% 0.23 0.2% 0% False True 160
10 127.27 123.03 4.24 3.4% 0.11 0.1% 0% False True 124
20 129.43 123.03 6.40 5.2% 0.06 0.0% 0% False True 122
40 130.44 123.03 7.41 6.0% 0.03 0.0% 0% False True 158
60 131.39 123.03 8.36 6.8% 0.02 0.0% 0% False True 135
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 0.01
Fibonacci Retracements and Extensions
4.250 126.02
2.618 125.09
1.618 124.52
1.000 124.17
0.618 123.95
HIGH 123.60
0.618 123.38
0.500 123.32
0.382 123.25
LOW 123.03
0.618 122.68
1.000 122.46
1.618 122.11
2.618 121.54
4.250 120.61
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 123.32 124.24
PP 123.22 123.83
S1 123.13 123.43

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

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