Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 131.58 131.84 0.26 0.2% 129.81
High 131.96 132.16 0.20 0.2% 131.60
Low 131.43 131.62 0.19 0.1% 129.26
Close 131.84 131.91 0.07 0.1% 130.85
Range 0.53 0.54 0.01 1.9% 2.34
ATR 0.73 0.71 -0.01 -1.8% 0.00
Volume 208 562 354 170.2% 1,362
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 133.52 133.25 132.21
R3 132.98 132.71 132.06
R2 132.44 132.44 132.01
R1 132.17 132.17 131.96 132.31
PP 131.90 131.90 131.90 131.96
S1 131.63 131.63 131.86 131.77
S2 131.36 131.36 131.81
S3 130.82 131.09 131.76
S4 130.28 130.55 131.61
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 137.59 136.56 132.14
R3 135.25 134.22 131.49
R2 132.91 132.91 131.28
R1 131.88 131.88 131.06 132.40
PP 130.57 130.57 130.57 130.83
S1 129.54 129.54 130.64 130.06
S2 128.23 128.23 130.42
S3 125.89 127.20 130.21
S4 123.55 124.86 129.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.16 130.54 1.62 1.2% 0.74 0.6% 85% True False 348
10 132.16 129.07 3.09 2.3% 0.73 0.6% 92% True False 278
20 132.16 129.07 3.09 2.3% 0.70 0.5% 92% True False 534
40 133.16 128.20 4.96 3.8% 0.45 0.3% 75% False False 295
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.46
2.618 133.57
1.618 133.03
1.000 132.70
0.618 132.49
HIGH 132.16
0.618 131.95
0.500 131.89
0.382 131.83
LOW 131.62
0.618 131.29
1.000 131.08
1.618 130.75
2.618 130.21
4.250 129.33
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 131.90 131.78
PP 131.90 131.65
S1 131.89 131.52

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

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