Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 126.00 125.93 -0.07 -0.1% 127.05
High 126.24 126.04 -0.20 -0.2% 127.86
Low 125.88 124.63 -1.25 -1.0% 125.47
Close 126.09 125.01 -1.08 -0.9% 125.83
Range 0.36 1.41 1.05 291.7% 2.39
ATR 0.87 0.91 0.04 4.9% 0.00
Volume 0 1,040,349 1,040,349 800,162
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.46 128.64 125.79
R3 128.05 127.23 125.40
R2 126.64 126.64 125.27
R1 125.82 125.82 125.14 125.53
PP 125.23 125.23 125.23 125.08
S1 124.41 124.41 124.88 124.12
S2 123.82 123.82 124.75
S3 122.41 123.00 124.62
S4 121.00 121.59 124.23
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
5 127.68 124.63 3.05 2.4% 0.92 0.7% 12% False True 342,104
10 129.14 124.63 4.51 3.6% 0.96 0.8% 8% False True 188,750
20 130.70 124.63 6.07 4.9% 0.90 0.7% 6% False True 97,598
40 131.91 124.63 7.28 5.8% 0.75 0.6% 5% False True 49,291
60 132.49 124.63 7.86 6.3% 0.72 0.6% 5% False True 33,022
80 133.16 124.63 8.53 6.8% 0.66 0.5% 4% False True 24,871
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 0.17
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 132.03
2.618 129.73
1.618 128.32
1.000 127.45
0.618 126.91
HIGH 126.04
0.618 125.50
0.500 125.34
0.382 125.17
LOW 124.63
0.618 123.76
1.000 123.22
1.618 122.35
2.618 120.94
4.250 118.64
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 125.34 125.44
PP 125.23 125.30
S1 125.12 125.15

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

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