Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 124.06 124.30 0.24 0.2% 124.29
High 124.46 124.92 0.46 0.4% 124.97
Low 123.87 124.16 0.29 0.2% 123.83
Close 124.29 124.69 0.40 0.3% 124.69
Range 0.59 0.76 0.17 28.8% 1.14
ATR 0.55 0.57 0.01 2.7% 0.00
Volume 6 268 262 4,366.7% 360
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 126.87 126.54 125.11
R3 126.11 125.78 124.90
R2 125.35 125.35 124.83
R1 125.02 125.02 124.76 125.19
PP 124.59 124.59 124.59 124.67
S1 124.26 124.26 124.62 124.43
S2 123.83 123.83 124.55
S3 123.07 123.50 124.48
S4 122.31 122.74 124.27
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.92 127.44 125.32
R3 126.78 126.30 125.00
R2 125.64 125.64 124.90
R1 125.16 125.16 124.79 125.40
PP 124.50 124.50 124.50 124.62
S1 124.02 124.02 124.59 124.26
S2 123.36 123.36 124.48
S3 122.22 122.88 124.38
S4 121.08 121.74 124.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.97 123.83 1.14 0.9% 0.66 0.5% 75% False False 72
10 124.97 123.00 1.97 1.6% 0.59 0.5% 86% False False 39
20 124.97 122.37 2.60 2.1% 0.47 0.4% 89% False False 64
40 129.43 122.37 7.06 5.7% 0.26 0.2% 33% False False 93
60 130.44 122.37 8.07 6.5% 0.17 0.1% 29% False False 127
80 131.39 122.37 9.02 7.2% 0.13 0.1% 26% False False 117
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.15
2.618 126.91
1.618 126.15
1.000 125.68
0.618 125.39
HIGH 124.92
0.618 124.63
0.500 124.54
0.382 124.45
LOW 124.16
0.618 123.69
1.000 123.40
1.618 122.93
2.618 122.17
4.250 120.93
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 124.64 124.60
PP 124.59 124.50
S1 124.54 124.41

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

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