Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 131.50 131.91 0.41 0.3% 131.61
High 131.52 131.91 0.39 0.3% 132.26
Low 131.41 131.12 -0.29 -0.2% 131.33
Close 131.70 131.57 -0.13 -0.1% 132.02
Range 0.11 0.79 0.68 618.2% 0.93
ATR 0.70 0.70 0.01 1.0% 0.00
Volume 541 54 -487 -90.0% 3,105
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.90 133.53 132.00
R3 133.11 132.74 131.79
R2 132.32 132.32 131.71
R1 131.95 131.95 131.64 131.74
PP 131.53 131.53 131.53 131.43
S1 131.16 131.16 131.50 130.95
S2 130.74 130.74 131.43
S3 129.95 130.37 131.35
S4 129.16 129.58 131.14
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.66 134.27 132.53
R3 133.73 133.34 132.28
R2 132.80 132.80 132.19
R1 132.41 132.41 132.11 132.61
PP 131.87 131.87 131.87 131.97
S1 131.48 131.48 131.93 131.68
S2 130.94 130.94 131.85
S3 130.01 130.55 131.76
S4 129.08 129.62 131.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.49 131.12 1.37 1.0% 0.52 0.4% 33% False True 425
10 132.49 130.98 1.51 1.1% 0.51 0.4% 39% False False 477
20 132.49 129.07 3.42 2.6% 0.64 0.5% 73% False False 468
40 133.16 129.07 4.09 3.1% 0.58 0.4% 61% False False 463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.27
2.618 133.98
1.618 133.19
1.000 132.70
0.618 132.40
HIGH 131.91
0.618 131.61
0.500 131.52
0.382 131.42
LOW 131.12
0.618 130.63
1.000 130.33
1.618 129.84
2.618 129.05
4.250 127.76
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 131.55 131.81
PP 131.53 131.73
S1 131.52 131.65

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

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