Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 129.30 129.81 0.51 0.4% 129.94
High 130.08 129.81 -0.27 -0.2% 130.75
Low 129.07 129.26 0.19 0.1% 129.07
Close 129.73 129.33 -0.40 -0.3% 129.73
Range 1.01 0.55 -0.46 -45.5% 1.68
ATR 0.67 0.66 -0.01 -1.3% 0.00
Volume 227 38 -189 -83.3% 1,333
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 131.12 130.77 129.63
R3 130.57 130.22 129.48
R2 130.02 130.02 129.43
R1 129.67 129.67 129.38 129.57
PP 129.47 129.47 129.47 129.42
S1 129.12 129.12 129.28 129.02
S2 128.92 128.92 129.23
S3 128.37 128.57 129.18
S4 127.82 128.02 129.03
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.89 133.99 130.65
R3 133.21 132.31 130.19
R2 131.53 131.53 130.04
R1 130.63 130.63 129.88 130.24
PP 129.85 129.85 129.85 129.66
S1 128.95 128.95 129.58 128.56
S2 128.17 128.17 129.42
S3 126.49 127.27 129.27
S4 124.81 125.59 128.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.75 129.07 1.68 1.3% 0.67 0.5% 15% False False 245
10 132.06 129.07 2.99 2.3% 0.72 0.6% 9% False False 342
20 133.16 129.07 4.09 3.2% 0.61 0.5% 6% False False 471
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.15
2.618 131.25
1.618 130.70
1.000 130.36
0.618 130.15
HIGH 129.81
0.618 129.60
0.500 129.54
0.382 129.47
LOW 129.26
0.618 128.92
1.000 128.71
1.618 128.37
2.618 127.82
4.250 126.92
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 129.54 129.58
PP 129.47 129.49
S1 129.40 129.41

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

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