Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 130.51 130.61 0.10 0.1% 129.30
High 130.98 130.86 -0.12 -0.1% 130.98
Low 130.12 130.40 0.28 0.2% 129.30
Close 130.35 130.62 0.27 0.2% 130.35
Range 0.86 0.46 -0.40 -46.5% 1.68
ATR 0.67 0.66 -0.01 -1.7% 0.00
Volume 1,285 635 -650 -50.6% 8,390
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 132.01 131.77 130.87
R3 131.55 131.31 130.75
R2 131.09 131.09 130.70
R1 130.85 130.85 130.66 130.97
PP 130.63 130.63 130.63 130.69
S1 130.39 130.39 130.58 130.51
S2 130.17 130.17 130.54
S3 129.71 129.93 130.49
S4 129.25 129.47 130.37
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
5 130.98 129.47 1.51 1.2% 0.70 0.5% 76% False False 1,558
10 130.98 128.53 2.45 1.9% 0.66 0.5% 85% False False 1,175
20 132.49 128.53 3.96 3.0% 0.59 0.5% 53% False False 969
40 132.49 128.53 3.96 3.0% 0.61 0.5% 53% False False 716
60 133.16 128.53 4.63 3.5% 0.56 0.4% 45% False False 616
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.82
2.618 132.06
1.618 131.60
1.000 131.32
0.618 131.14
HIGH 130.86
0.618 130.68
0.500 130.63
0.382 130.58
LOW 130.40
0.618 130.12
1.000 129.94
1.618 129.66
2.618 129.20
4.250 128.45
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 130.63 130.49
PP 130.63 130.36
S1 130.62 130.23

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

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