Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 121.31 121.67 0.36 0.3% 122.31
High 121.80 121.67 -0.13 -0.1% 122.43
Low 121.28 121.22 -0.06 0.0% 121.22
Close 121.81 121.24 -0.57 -0.5% 121.24
Range 0.52 0.45 -0.07 -13.5% 1.21
ATR 0.54 0.55 0.00 0.6% 0.00
Volume 3,583 2,719 -864 -24.1% 13,822
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 122.73 122.43 121.49
R3 122.28 121.98 121.36
R2 121.83 121.83 121.32
R1 121.53 121.53 121.28 121.46
PP 121.38 121.38 121.38 121.34
S1 121.08 121.08 121.20 121.01
S2 120.93 120.93 121.16
S3 120.48 120.63 121.12
S4 120.03 120.18 120.99
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.26 124.46 121.91
R3 124.05 123.25 121.57
R2 122.84 122.84 121.46
R1 122.04 122.04 121.35 121.84
PP 121.63 121.63 121.63 121.53
S1 120.83 120.83 121.13 120.63
S2 120.42 120.42 121.02
S3 119.21 119.62 120.91
S4 118.00 118.41 120.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.43 121.22 1.21 1.0% 0.47 0.4% 2% False True 2,764
10 122.90 121.22 1.68 1.4% 0.48 0.4% 1% False True 1,797
20 124.90 121.22 3.68 3.0% 0.51 0.4% 1% False True 1,067
40 124.97 121.22 3.75 3.1% 0.49 0.4% 1% False True 565
60 129.43 121.22 8.21 6.8% 0.34 0.3% 0% False True 418
80 130.44 121.22 9.22 7.6% 0.26 0.2% 0% False True 362
100 131.39 121.22 10.17 8.4% 0.21 0.2% 0% False True 307
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.58
2.618 122.85
1.618 122.40
1.000 122.12
0.618 121.95
HIGH 121.67
0.618 121.50
0.500 121.45
0.382 121.39
LOW 121.22
0.618 120.94
1.000 120.77
1.618 120.49
2.618 120.04
4.250 119.31
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 121.45 121.54
PP 121.38 121.44
S1 121.31 121.34

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

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