Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 129.78 129.36 -0.42 -0.3% 130.70
High 129.78 129.37 -0.41 -0.3% 130.81
Low 129.25 128.53 -0.72 -0.6% 129.50
Close 129.44 128.82 -0.62 -0.5% 129.75
Range 0.53 0.84 0.31 58.5% 1.31
ATR 0.63 0.65 0.02 3.3% 0.00
Volume 453 1,860 1,407 310.6% 5,247
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.43 130.96 129.28
R3 130.59 130.12 129.05
R2 129.75 129.75 128.97
R1 129.28 129.28 128.90 129.10
PP 128.91 128.91 128.91 128.81
S1 128.44 128.44 128.74 128.26
S2 128.07 128.07 128.67
S3 127.23 127.60 128.59
S4 126.39 126.76 128.36
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
5 130.04 128.53 1.51 1.2% 0.47 0.4% 19% False True 1,032
10 131.91 128.53 3.38 2.6% 0.56 0.4% 9% False True 893
20 132.49 128.53 3.96 3.1% 0.55 0.4% 7% False True 792
40 132.49 128.53 3.96 3.1% 0.62 0.5% 7% False True 663
60 133.16 128.20 4.96 3.9% 0.48 0.4% 13% False False 461
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 0.07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132.94
2.618 131.57
1.618 130.73
1.000 130.21
0.618 129.89
HIGH 129.37
0.618 129.05
0.500 128.95
0.382 128.85
LOW 128.53
0.618 128.01
1.000 127.69
1.618 127.17
2.618 126.33
4.250 124.96
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 128.95 129.28
PP 128.91 129.12
S1 128.86 128.97

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

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