Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 131.91 131.10 -0.81 -0.6% 131.75
High 131.91 131.42 -0.49 -0.4% 132.49
Low 131.12 130.45 -0.67 -0.5% 130.45
Close 131.57 130.84 -0.73 -0.6% 130.84
Range 0.79 0.97 0.18 22.8% 2.04
ATR 0.70 0.73 0.03 4.2% 0.00
Volume 54 877 823 1,524.1% 1,951
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.81 133.30 131.37
R3 132.84 132.33 131.11
R2 131.87 131.87 131.02
R1 131.36 131.36 130.93 131.13
PP 130.90 130.90 130.90 130.79
S1 130.39 130.39 130.75 130.16
S2 129.93 129.93 130.66
S3 128.96 129.42 130.57
S4 127.99 128.45 130.31
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 137.38 136.15 131.96
R3 135.34 134.11 131.40
R2 133.30 133.30 131.21
R1 132.07 132.07 131.03 131.67
PP 131.26 131.26 131.26 131.06
S1 130.03 130.03 130.65 129.63
S2 129.22 129.22 130.47
S3 127.18 127.99 130.28
S4 125.14 125.95 129.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.49 130.45 2.04 1.6% 0.57 0.4% 19% False True 390
10 132.49 130.45 2.04 1.6% 0.55 0.4% 19% False True 505
20 132.49 129.26 3.23 2.5% 0.63 0.5% 49% False False 501
40 133.16 129.07 4.09 3.1% 0.61 0.5% 43% False False 485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 135.54
2.618 133.96
1.618 132.99
1.000 132.39
0.618 132.02
HIGH 131.42
0.618 131.05
0.500 130.94
0.382 130.82
LOW 130.45
0.618 129.85
1.000 129.48
1.618 128.88
2.618 127.91
4.250 126.33
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 130.94 131.18
PP 130.90 131.07
S1 130.87 130.95

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

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