Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 122.31 121.93 -0.38 -0.3% 122.27
High 122.43 122.00 -0.43 -0.4% 122.90
Low 122.12 121.50 -0.62 -0.5% 121.82
Close 122.34 121.60 -0.74 -0.6% 122.32
Range 0.31 0.50 0.19 61.3% 1.08
ATR 0.52 0.55 0.02 4.3% 0.00
Volume 950 1,402 452 47.6% 4,156
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.20 122.90 121.88
R3 122.70 122.40 121.74
R2 122.20 122.20 121.69
R1 121.90 121.90 121.65 121.80
PP 121.70 121.70 121.70 121.65
S1 121.40 121.40 121.55 121.30
S2 121.20 121.20 121.51
S3 120.70 120.90 121.46
S4 120.20 120.40 121.33
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
5 122.70 121.50 1.20 1.0% 0.50 0.4% 8% False True 618
10 122.94 121.50 1.44 1.2% 0.48 0.4% 7% False True 803
20 124.97 121.50 3.47 2.9% 0.56 0.5% 3% False True 508
40 125.44 121.50 3.94 3.2% 0.48 0.4% 3% False True 296
60 129.76 121.50 8.26 6.8% 0.32 0.3% 1% False True 232
80 131.01 121.50 9.51 7.8% 0.24 0.2% 1% False True 223
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.13
2.618 123.31
1.618 122.81
1.000 122.50
0.618 122.31
HIGH 122.00
0.618 121.81
0.500 121.75
0.382 121.69
LOW 121.50
0.618 121.19
1.000 121.00
1.618 120.69
2.618 120.19
4.250 119.38
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 121.75 121.98
PP 121.70 121.85
S1 121.65 121.73

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

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