Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 125.10 125.41 0.31 0.2% 124.55
High 125.61 125.68 0.07 0.1% 125.00
Low 125.00 125.07 0.07 0.1% 123.76
Close 125.47 125.15 -0.32 -0.3% 124.38
Range 0.61 0.61 0.00 0.0% 1.24
ATR 0.84 0.82 -0.02 -1.9% 0.00
Volume 339,575 228,194 -111,381 -32.8% 2,777,859
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.13 126.75 125.49
R3 126.52 126.14 125.32
R2 125.91 125.91 125.26
R1 125.53 125.53 125.21 125.42
PP 125.30 125.30 125.30 125.24
S1 124.92 124.92 125.09 124.81
S2 124.69 124.69 125.04
S3 124.08 124.31 124.98
S4 123.47 123.70 124.81
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.10 127.48 125.06
R3 126.86 126.24 124.72
R2 125.62 125.62 124.61
R1 125.00 125.00 124.49 124.69
PP 124.38 124.38 124.38 124.23
S1 123.76 123.76 124.27 123.45
S2 123.14 123.14 124.15
S3 121.90 122.52 124.04
S4 120.66 121.28 123.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.68 124.20 1.48 1.2% 0.64 0.5% 64% True False 361,277
10 125.68 123.76 1.92 1.5% 0.69 0.5% 72% True False 465,178
20 127.89 123.76 4.13 3.3% 0.79 0.6% 34% False False 404,322
40 131.05 123.76 7.29 5.8% 0.81 0.6% 19% False False 204,772
60 132.49 123.76 8.73 7.0% 0.71 0.6% 16% False False 136,744
80 132.49 123.76 8.73 7.0% 0.71 0.6% 16% False False 102,692
100 133.16 123.76 9.40 7.5% 0.62 0.5% 15% False False 82,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.16
Fibonacci Retracements and Extensions
4.250 128.27
2.618 127.28
1.618 126.67
1.000 126.29
0.618 126.06
HIGH 125.68
0.618 125.45
0.500 125.38
0.382 125.30
LOW 125.07
0.618 124.69
1.000 124.46
1.618 124.08
2.618 123.47
4.250 122.48
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 125.38 125.22
PP 125.30 125.20
S1 125.23 125.17

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

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