Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 124.30 124.65 0.35 0.3% 124.29
High 124.92 124.89 -0.03 0.0% 124.97
Low 124.16 124.65 0.49 0.4% 123.83
Close 124.69 124.85 0.16 0.1% 124.69
Range 0.76 0.24 -0.52 -68.4% 1.14
ATR 0.57 0.54 -0.02 -4.1% 0.00
Volume 268 2 -266 -99.3% 360
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.52 125.42 124.98
R3 125.28 125.18 124.92
R2 125.04 125.04 124.89
R1 124.94 124.94 124.87 124.99
PP 124.80 124.80 124.80 124.82
S1 124.70 124.70 124.83 124.75
S2 124.56 124.56 124.81
S3 124.32 124.46 124.78
S4 124.08 124.22 124.72
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
5 124.97 123.84 1.13 0.9% 0.60 0.5% 89% False False 71
10 124.97 123.00 1.97 1.6% 0.56 0.5% 94% False False 39
20 124.97 122.37 2.60 2.1% 0.45 0.4% 95% False False 45
40 128.66 122.37 6.29 5.0% 0.27 0.2% 39% False False 89
60 129.76 122.37 7.39 5.9% 0.18 0.1% 34% False False 126
80 131.39 122.37 9.02 7.2% 0.13 0.1% 27% False False 117
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 0.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125.91
2.618 125.52
1.618 125.28
1.000 125.13
0.618 125.04
HIGH 124.89
0.618 124.80
0.500 124.77
0.382 124.74
LOW 124.65
0.618 124.50
1.000 124.41
1.618 124.26
2.618 124.02
4.250 123.63
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 124.82 124.70
PP 124.80 124.55
S1 124.77 124.40

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

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