Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 124.38 124.78 0.40 0.3% 123.10
High 124.67 124.97 0.30 0.2% 123.98
Low 124.38 123.84 -0.54 -0.4% 123.00
Close 124.67 124.06 -0.61 -0.5% 123.86
Range 0.29 1.13 0.84 289.7% 0.98
ATR 0.51 0.55 0.04 8.8% 0.00
Volume 66 15 -51 -77.3% 31
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.68 127.00 124.68
R3 126.55 125.87 124.37
R2 125.42 125.42 124.27
R1 124.74 124.74 124.16 124.52
PP 124.29 124.29 124.29 124.18
S1 123.61 123.61 123.96 123.39
S2 123.16 123.16 123.85
S3 122.03 122.48 123.75
S4 120.90 121.35 123.44
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
5 124.97 123.26 1.71 1.4% 0.53 0.4% 47% True False 19
10 124.97 123.00 1.97 1.6% 0.48 0.4% 54% True False 13
20 124.97 122.37 2.60 2.1% 0.46 0.4% 65% True False 85
40 129.61 122.37 7.24 5.8% 0.23 0.2% 23% False False 91
60 131.01 122.37 8.64 7.0% 0.15 0.1% 20% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 129.77
2.618 127.93
1.618 126.80
1.000 126.10
0.618 125.67
HIGH 124.97
0.618 124.54
0.500 124.41
0.382 124.27
LOW 123.84
0.618 123.14
1.000 122.71
1.618 122.01
2.618 120.88
4.250 119.04
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 124.41 124.40
PP 124.29 124.29
S1 124.18 124.17

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

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