Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 130.70 130.73 0.03 0.0% 131.75
High 130.81 130.73 -0.08 -0.1% 132.49
Low 130.58 130.08 -0.50 -0.4% 130.45
Close 130.68 130.35 -0.33 -0.3% 130.84
Range 0.23 0.65 0.42 182.6% 2.04
ATR 0.70 0.70 0.00 -0.5% 0.00
Volume 969 1,594 625 64.5% 1,951
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 132.34 131.99 130.71
R3 131.69 131.34 130.53
R2 131.04 131.04 130.47
R1 130.69 130.69 130.41 130.54
PP 130.39 130.39 130.39 130.31
S1 130.04 130.04 130.29 129.89
S2 129.74 129.74 130.23
S3 129.09 129.39 130.17
S4 128.44 128.74 129.99
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
5 131.91 130.08 1.83 1.4% 0.55 0.4% 15% False True 807
10 132.49 130.08 2.41 1.8% 0.52 0.4% 11% False True 688
20 132.49 130.08 2.41 1.8% 0.62 0.5% 11% False True 625
40 133.16 129.07 4.09 3.1% 0.61 0.5% 31% False False 545
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.49
2.618 132.43
1.618 131.78
1.000 131.38
0.618 131.13
HIGH 130.73
0.618 130.48
0.500 130.41
0.382 130.33
LOW 130.08
0.618 129.68
1.000 129.43
1.618 129.03
2.618 128.38
4.250 127.32
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 130.41 130.75
PP 130.39 130.62
S1 130.37 130.48

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

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