Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 124.55 124.97 0.42 0.3% 126.00
High 125.00 124.98 -0.02 0.0% 126.24
Low 124.36 123.76 -0.60 -0.5% 124.21
Close 124.57 124.12 -0.45 -0.4% 124.98
Range 0.64 1.22 0.58 90.6% 2.03
ATR 0.87 0.89 0.03 2.9% 0.00
Volume 498,961 664,738 165,777 33.2% 3,147,928
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.95 127.25 124.79
R3 126.73 126.03 124.46
R2 125.51 125.51 124.34
R1 124.81 124.81 124.23 124.55
PP 124.29 124.29 124.29 124.16
S1 123.59 123.59 124.01 123.33
S2 123.07 123.07 123.90
S3 121.85 122.37 123.78
S4 120.63 121.15 123.45
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
5 125.34 123.76 1.58 1.3% 0.85 0.7% 23% False True 654,255
10 127.68 123.76 3.92 3.2% 0.88 0.7% 9% False True 498,179
20 129.14 123.76 5.38 4.3% 0.88 0.7% 7% False True 260,129
40 131.05 123.76 7.29 5.9% 0.79 0.6% 5% False True 130,972
60 132.49 123.76 8.73 7.0% 0.73 0.6% 4% False True 87,523
80 133.16 123.76 9.40 7.6% 0.70 0.6% 4% False True 65,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130.17
2.618 128.17
1.618 126.95
1.000 126.20
0.618 125.73
HIGH 124.98
0.618 124.51
0.500 124.37
0.382 124.23
LOW 123.76
0.618 123.01
1.000 122.54
1.618 121.79
2.618 120.57
4.250 118.58
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 124.37 124.55
PP 124.29 124.40
S1 124.20 124.26

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

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