Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 125.30 124.55 -0.75 -0.6% 126.00
High 125.33 125.00 -0.33 -0.3% 126.24
Low 124.70 124.36 -0.34 -0.3% 124.21
Close 124.98 124.57 -0.41 -0.3% 124.98
Range 0.63 0.64 0.01 1.6% 2.03
ATR 0.89 0.87 -0.02 -2.0% 0.00
Volume 530,545 498,961 -31,584 -6.0% 3,147,928
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.56 126.21 124.92
R3 125.92 125.57 124.75
R2 125.28 125.28 124.69
R1 124.93 124.93 124.63 125.11
PP 124.64 124.64 124.64 124.73
S1 124.29 124.29 124.51 124.47
S2 124.00 124.00 124.45
S3 123.36 123.65 124.39
S4 122.72 123.01 124.22
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 131.23 130.14 126.10
R3 129.20 128.11 125.54
R2 127.17 127.17 125.35
R1 126.08 126.08 125.17 125.61
PP 125.14 125.14 125.14 124.91
S1 124.05 124.05 124.79 123.58
S2 123.11 123.11 124.61
S3 121.08 122.02 124.42
S4 119.05 119.99 123.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.04 124.21 1.83 1.5% 0.88 0.7% 20% False False 729,377
10 127.86 124.21 3.65 2.9% 0.85 0.7% 10% False False 440,363
20 129.14 124.21 4.93 4.0% 0.86 0.7% 7% False False 227,221
40 131.05 124.21 6.84 5.5% 0.77 0.6% 5% False False 114,393
60 132.49 124.21 8.28 6.6% 0.72 0.6% 4% False False 76,444
80 133.16 124.21 8.95 7.2% 0.69 0.6% 4% False False 57,451
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.72
2.618 126.68
1.618 126.04
1.000 125.64
0.618 125.40
HIGH 125.00
0.618 124.76
0.500 124.68
0.382 124.60
LOW 124.36
0.618 123.96
1.000 123.72
1.618 123.32
2.618 122.68
4.250 121.64
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 124.68 124.85
PP 124.64 124.76
S1 124.61 124.66

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

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