Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 130.25 130.51 0.26 0.2% 129.30
High 130.81 130.98 0.17 0.1% 130.98
Low 129.47 130.12 0.65 0.5% 129.30
Close 130.52 130.35 -0.17 -0.1% 130.35
Range 1.34 0.86 -0.48 -35.8% 1.68
ATR 0.66 0.67 0.01 2.2% 0.00
Volume 2,181 1,285 -896 -41.1% 8,390
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.06 132.57 130.82
R3 132.20 131.71 130.59
R2 131.34 131.34 130.51
R1 130.85 130.85 130.43 130.67
PP 130.48 130.48 130.48 130.39
S1 129.99 129.99 130.27 129.81
S2 129.62 129.62 130.19
S3 128.76 129.13 130.11
S4 127.90 128.27 129.88
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.25 134.48 131.27
R3 133.57 132.80 130.81
R2 131.89 131.89 130.66
R1 131.12 131.12 130.50 131.51
PP 130.21 130.21 130.21 130.40
S1 129.44 129.44 130.20 129.83
S2 128.53 128.53 130.04
S3 126.85 127.76 129.89
S4 125.17 126.08 129.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.98 129.30 1.68 1.3% 0.74 0.6% 63% True False 1,678
10 130.98 128.53 2.45 1.9% 0.63 0.5% 74% True False 1,156
20 132.49 128.53 3.96 3.0% 0.57 0.4% 46% False False 937
40 132.49 128.53 3.96 3.0% 0.62 0.5% 46% False False 704
60 133.16 128.53 4.63 3.6% 0.55 0.4% 39% False False 606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.64
2.618 133.23
1.618 132.37
1.000 131.84
0.618 131.51
HIGH 130.98
0.618 130.65
0.500 130.55
0.382 130.45
LOW 130.12
0.618 129.59
1.000 129.26
1.618 128.73
2.618 127.87
4.250 126.47
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 130.55 130.31
PP 130.48 130.27
S1 130.42 130.23

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

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