Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 132.15 131.88 -0.27 -0.2% 130.91
High 132.26 132.25 -0.01 0.0% 132.25
Low 131.52 131.88 0.36 0.3% 130.87
Close 131.62 132.18 0.56 0.4% 131.48
Range 0.74 0.37 -0.37 -50.0% 1.38
ATR 0.72 0.71 -0.01 -0.9% 0.00
Volume 483 1,118 635 131.5% 3,610
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.21 133.07 132.38
R3 132.84 132.70 132.28
R2 132.47 132.47 132.25
R1 132.33 132.33 132.21 132.40
PP 132.10 132.10 132.10 132.14
S1 131.96 131.96 132.15 132.03
S2 131.73 131.73 132.11
S3 131.36 131.59 132.08
S4 130.99 131.22 131.98
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 135.67 134.96 132.24
R3 134.29 133.58 131.86
R2 132.91 132.91 131.73
R1 132.20 132.20 131.61 132.56
PP 131.53 131.53 131.53 131.71
S1 130.82 130.82 131.35 131.18
S2 130.15 130.15 131.23
S3 128.77 129.44 131.10
S4 127.39 128.06 130.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.26 130.98 1.28 1.0% 0.64 0.5% 94% False False 929
10 132.26 130.54 1.72 1.3% 0.69 0.5% 95% False False 639
20 132.26 129.07 3.19 2.4% 0.69 0.5% 97% False False 494
40 133.16 129.07 4.09 3.1% 0.52 0.4% 76% False False 409
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 133.82
2.618 133.22
1.618 132.85
1.000 132.62
0.618 132.48
HIGH 132.25
0.618 132.11
0.500 132.07
0.382 132.02
LOW 131.88
0.618 131.65
1.000 131.51
1.618 131.28
2.618 130.91
4.250 130.31
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 132.14 132.08
PP 132.10 131.99
S1 132.07 131.89

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

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