Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 123.14 123.40 0.26 0.2% 126.60
High 123.60 123.85 0.25 0.2% 127.27
Low 123.03 123.35 0.32 0.3% 126.02
Close 123.03 123.53 0.50 0.4% 125.44
Range 0.57 0.50 -0.07 -12.3% 1.25
ATR 0.35 0.38 0.03 9.8% 0.00
Volume 174 384 210 120.7% 355
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.08 124.80 123.81
R3 124.58 124.30 123.67
R2 124.08 124.08 123.62
R1 123.80 123.80 123.58 123.94
PP 123.58 123.58 123.58 123.65
S1 123.30 123.30 123.48 123.44
S2 123.08 123.08 123.44
S3 122.58 122.80 123.39
S4 122.08 122.30 123.26
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
5 126.02 123.03 2.99 2.4% 0.33 0.3% 17% False False 216
10 127.27 123.03 4.24 3.4% 0.16 0.1% 12% False False 146
20 128.66 123.03 5.63 4.6% 0.08 0.1% 9% False False 134
40 129.76 123.03 6.73 5.4% 0.04 0.0% 7% False False 166
60 131.39 123.03 8.36 6.8% 0.03 0.0% 6% False False 141
Crabel Price Patterns
NR True
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 0.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.98
2.618 125.16
1.618 124.66
1.000 124.35
0.618 124.16
HIGH 123.85
0.618 123.66
0.500 123.60
0.382 123.54
LOW 123.35
0.618 123.04
1.000 122.85
1.618 122.54
2.618 122.04
4.250 121.23
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 123.60 123.53
PP 123.58 123.52
S1 123.55 123.52

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

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