Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 130.04 129.69 -0.35 -0.3% 130.70
High 130.04 129.90 -0.14 -0.1% 130.81
Low 129.50 129.68 0.18 0.1% 129.50
Close 129.72 129.75 0.03 0.0% 129.75
Range 0.54 0.22 -0.32 -59.3% 1.31
ATR 0.68 0.65 -0.03 -4.8% 0.00
Volume 1,567 835 -732 -46.7% 5,247
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 130.44 130.31 129.87
R3 130.22 130.09 129.81
R2 130.00 130.00 129.79
R1 129.87 129.87 129.77 129.94
PP 129.78 129.78 129.78 129.81
S1 129.65 129.65 129.73 129.72
S2 129.56 129.56 129.71
S3 129.34 129.43 129.69
S4 129.12 129.21 129.63
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.95 133.16 130.47
R3 132.64 131.85 130.11
R2 131.33 131.33 129.99
R1 130.54 130.54 129.87 130.28
PP 130.02 130.02 130.02 129.89
S1 129.23 129.23 129.63 128.97
S2 128.71 128.71 129.51
S3 127.40 127.92 129.39
S4 126.09 126.61 129.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.81 129.50 1.31 1.0% 0.45 0.3% 19% False False 1,049
10 132.49 129.50 2.99 2.3% 0.51 0.4% 8% False False 719
20 132.49 129.50 2.99 2.3% 0.56 0.4% 8% False False 695
40 133.16 129.07 4.09 3.2% 0.62 0.5% 17% False False 601
60 133.16 126.99 6.17 4.8% 0.46 0.4% 45% False False 419
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 130.84
2.618 130.48
1.618 130.26
1.000 130.12
0.618 130.04
HIGH 129.90
0.618 129.82
0.500 129.79
0.382 129.76
LOW 129.68
0.618 129.54
1.000 129.46
1.618 129.32
2.618 129.10
4.250 128.75
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 129.79 130.02
PP 129.78 129.93
S1 129.76 129.84

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

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