Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
30-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 123.69 124.29 0.60 0.5% 123.10
High 123.92 124.34 0.42 0.3% 123.98
Low 123.69 123.83 0.14 0.1% 123.00
Close 123.86 124.23 0.37 0.3% 123.86
Range 0.23 0.51 0.28 121.7% 0.98
ATR 0.51 0.51 0.00 0.0% 0.00
Volume 5 5 0 0.0% 31
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.66 125.46 124.51
R3 125.15 124.95 124.37
R2 124.64 124.64 124.32
R1 124.44 124.44 124.28 124.29
PP 124.13 124.13 124.13 124.06
S1 123.93 123.93 124.18 123.78
S2 123.62 123.62 124.14
S3 123.11 123.42 124.09
S4 122.60 122.91 123.95
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.55 126.19 124.40
R3 125.57 125.21 124.13
R2 124.59 124.59 124.04
R1 124.23 124.23 123.95 124.41
PP 123.61 123.61 123.61 123.71
S1 123.25 123.25 123.77 123.43
S2 122.63 122.63 123.68
S3 121.65 122.27 123.59
S4 120.67 121.29 123.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.34 123.00 1.34 1.1% 0.53 0.4% 92% True False 7
10 124.34 122.90 1.44 1.2% 0.42 0.3% 92% True False 8
20 126.02 122.37 3.65 2.9% 0.39 0.3% 51% False False 81
40 129.76 122.37 7.39 5.9% 0.19 0.2% 25% False False 92
60 131.01 122.37 8.64 7.0% 0.13 0.1% 22% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.51
2.618 125.68
1.618 125.17
1.000 124.85
0.618 124.66
HIGH 124.34
0.618 124.15
0.500 124.09
0.382 124.02
LOW 123.83
0.618 123.51
1.000 123.32
1.618 123.00
2.618 122.49
4.250 121.66
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 124.18 124.09
PP 124.13 123.94
S1 124.09 123.80

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

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