Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 123.45 123.67 0.22 0.2% 123.12
High 123.87 123.74 -0.13 -0.1% 123.37
Low 123.40 123.54 0.14 0.1% 122.37
Close 123.87 123.73 -0.14 -0.1% 122.95
Range 0.47 0.20 -0.27 -57.4% 1.00
ATR 0.48 0.47 -0.01 -2.2% 0.00
Volume 32 8 -24 -75.0% 363
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 124.27 124.20 123.84
R3 124.07 124.00 123.79
R2 123.87 123.87 123.77
R1 123.80 123.80 123.75 123.84
PP 123.67 123.67 123.67 123.69
S1 123.60 123.60 123.71 123.64
S2 123.47 123.47 123.69
S3 123.27 123.40 123.68
S4 123.07 123.20 123.62
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.90 125.42 123.50
R3 124.90 124.42 123.23
R2 123.90 123.90 123.13
R1 123.42 123.42 123.04 123.16
PP 122.90 122.90 122.90 122.77
S1 122.42 122.42 122.86 122.16
S2 121.90 121.90 122.77
S3 120.90 121.42 122.68
S4 119.90 120.42 122.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.87 122.40 1.47 1.2% 0.38 0.3% 90% False False 60
10 123.87 122.37 1.50 1.2% 0.40 0.3% 91% False False 106
20 128.13 122.37 5.76 4.7% 0.23 0.2% 24% False False 109
40 129.76 122.37 7.39 6.0% 0.11 0.1% 18% False False 120
60 131.02 122.37 8.65 7.0% 0.08 0.1% 16% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.59
2.618 124.26
1.618 124.06
1.000 123.94
0.618 123.86
HIGH 123.74
0.618 123.66
0.500 123.64
0.382 123.62
LOW 123.54
0.618 123.42
1.000 123.34
1.618 123.22
2.618 123.02
4.250 122.69
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 123.70 123.62
PP 123.67 123.50
S1 123.64 123.39

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

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