Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 122.08 122.31 0.23 0.2% 122.27
High 122.45 122.43 -0.02 0.0% 122.90
Low 121.82 122.12 0.30 0.2% 121.82
Close 122.32 122.34 0.02 0.0% 122.32
Range 0.63 0.31 -0.32 -50.8% 1.08
ATR 0.54 0.52 -0.02 -3.0% 0.00
Volume 73 950 877 1,201.4% 4,156
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 123.23 123.09 122.51
R3 122.92 122.78 122.43
R2 122.61 122.61 122.40
R1 122.47 122.47 122.37 122.54
PP 122.30 122.30 122.30 122.33
S1 122.16 122.16 122.31 122.23
S2 121.99 121.99 122.28
S3 121.68 121.85 122.25
S4 121.37 121.54 122.17
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.59 125.03 122.91
R3 124.51 123.95 122.62
R2 123.43 123.43 122.52
R1 122.87 122.87 122.42 123.15
PP 122.35 122.35 122.35 122.49
S1 121.79 121.79 122.22 122.07
S2 121.27 121.27 122.12
S3 120.19 120.71 122.02
S4 119.11 119.63 121.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.90 121.82 1.08 0.9% 0.50 0.4% 48% False False 429
10 123.26 121.82 1.44 1.2% 0.49 0.4% 36% False False 666
20 124.97 121.82 3.15 2.6% 0.55 0.4% 17% False False 441
40 126.02 121.82 4.20 3.4% 0.47 0.4% 12% False False 261
60 129.76 121.82 7.94 6.5% 0.31 0.3% 7% False False 209
80 131.01 121.82 9.19 7.5% 0.23 0.2% 6% False False 205
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 True
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123.75
2.618 123.24
1.618 122.93
1.000 122.74
0.618 122.62
HIGH 122.43
0.618 122.31
0.500 122.28
0.382 122.24
LOW 122.12
0.618 121.93
1.000 121.81
1.618 121.62
2.618 121.31
4.250 120.80
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 122.32 122.27
PP 122.30 122.20
S1 122.28 122.14

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

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