Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 124.45 123.32 -1.13 -0.9% 124.29
High 124.45 123.50 -0.95 -0.8% 124.97
Low 123.25 123.03 -0.22 -0.2% 123.83
Close 123.26 123.22 -0.04 0.0% 124.69
Range 1.20 0.47 -0.73 -60.8% 1.14
ATR 0.59 0.58 -0.01 -1.4% 0.00
Volume 16 45 29 181.3% 360
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 124.66 124.41 123.48
R3 124.19 123.94 123.35
R2 123.72 123.72 123.31
R1 123.47 123.47 123.26 123.36
PP 123.25 123.25 123.25 123.20
S1 123.00 123.00 123.18 122.89
S2 122.78 122.78 123.13
S3 122.31 122.53 123.09
S4 121.84 122.06 122.96
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
5 124.92 123.03 1.89 1.5% 0.64 0.5% 10% False True 74
10 124.97 123.03 1.94 1.6% 0.59 0.5% 10% False True 46
20 124.97 122.40 2.57 2.1% 0.51 0.4% 32% False False 40
40 128.13 122.37 5.76 4.7% 0.32 0.3% 15% False False 80
60 129.76 122.37 7.39 6.0% 0.22 0.2% 12% False False 124
80 131.39 122.37 9.02 7.3% 0.16 0.1% 9% False False 115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.50
2.618 124.73
1.618 124.26
1.000 123.97
0.618 123.79
HIGH 123.50
0.618 123.32
0.500 123.27
0.382 123.21
LOW 123.03
0.618 122.74
1.000 122.56
1.618 122.27
2.618 121.80
4.250 121.03
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 123.27 123.97
PP 123.25 123.72
S1 123.24 123.47

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

View Archives - Comment on this page... - Back to Index of Symbols