Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 126.67 126.21 -0.46 -0.4% 127.05
High 126.71 126.25 -0.46 -0.4% 127.86
Low 125.95 125.47 -0.48 -0.4% 125.47
Close 126.17 125.83 -0.34 -0.3% 125.83
Range 0.76 0.78 0.02 2.6% 2.39
ATR 0.91 0.90 -0.01 -1.0% 0.00
Volume 172,115 333,652 161,537 93.9% 800,162
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.19 127.79 126.26
R3 127.41 127.01 126.04
R2 126.63 126.63 125.97
R1 126.23 126.23 125.90 126.04
PP 125.85 125.85 125.85 125.76
S1 125.45 125.45 125.76 125.26
S2 125.07 125.07 125.69
S3 124.29 124.67 125.62
S4 123.51 123.89 125.40
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 133.56 132.08 127.14
R3 131.17 129.69 126.49
R2 128.78 128.78 126.27
R1 127.30 127.30 126.05 126.85
PP 126.39 126.39 126.39 126.16
S1 124.91 124.91 125.61 124.46
S2 124.00 124.00 125.39
S3 121.61 122.52 125.17
S4 119.22 120.13 124.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.86 125.47 2.39 1.9% 0.89 0.7% 15% False True 160,032
10 129.14 125.47 3.67 2.9% 0.98 0.8% 10% False True 87,232
20 131.05 125.47 5.58 4.4% 0.89 0.7% 6% False True 45,650
40 132.49 125.47 7.02 5.6% 0.73 0.6% 5% False True 23,294
60 132.49 125.47 7.02 5.6% 0.71 0.6% 5% False True 15,686
80 133.16 125.47 7.69 6.1% 0.63 0.5% 5% False True 11,867
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.57
2.618 128.29
1.618 127.51
1.000 127.03
0.618 126.73
HIGH 126.25
0.618 125.95
0.500 125.86
0.382 125.77
LOW 125.47
0.618 124.99
1.000 124.69
1.618 124.21
2.618 123.43
4.250 122.16
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 125.86 126.58
PP 125.85 126.33
S1 125.84 126.08

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

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