Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 130.25 130.55 0.30 0.2% 129.94
High 130.95 131.52 0.57 0.4% 130.75
Low 130.25 130.54 0.29 0.2% 129.07
Close 130.74 131.39 0.65 0.5% 129.73
Range 0.70 0.98 0.28 40.0% 1.68
ATR 0.71 0.73 0.02 2.7% 0.00
Volume 350 334 -16 -4.6% 1,333
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.09 133.72 131.93
R3 133.11 132.74 131.66
R2 132.13 132.13 131.57
R1 131.76 131.76 131.48 131.95
PP 131.15 131.15 131.15 131.24
S1 130.78 130.78 131.30 130.97
S2 130.17 130.17 131.21
S3 129.19 129.80 131.12
S4 128.21 128.82 130.85
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
5 131.52 129.07 2.45 1.9% 0.77 0.6% 95% True False 198
10 131.52 129.07 2.45 1.9% 0.71 0.5% 95% True False 280
20 133.16 129.07 4.09 3.1% 0.65 0.5% 57% False False 478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.69
2.618 134.09
1.618 133.11
1.000 132.50
0.618 132.13
HIGH 131.52
0.618 131.15
0.500 131.03
0.382 130.91
LOW 130.54
0.618 129.93
1.000 129.56
1.618 128.95
2.618 127.97
4.250 126.38
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 131.27 131.07
PP 131.15 130.76
S1 131.03 130.44

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

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