Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 125.20 125.06 -0.14 -0.1% 124.91
High 125.22 125.46 0.24 0.2% 125.68
Low 124.36 124.42 0.06 0.0% 124.67
Close 124.67 125.19 0.52 0.4% 125.15
Range 0.86 1.04 0.18 20.9% 1.01
ATR 0.82 0.84 0.02 1.9% 0.00
Volume 146,076 150,726 4,650 3.2% 1,343,384
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.14 127.71 125.76
R3 127.10 126.67 125.48
R2 126.06 126.06 125.38
R1 125.63 125.63 125.29 125.85
PP 125.02 125.02 125.02 125.13
S1 124.59 124.59 125.09 124.81
S2 123.98 123.98 125.00
S3 122.94 123.55 124.90
S4 121.90 122.51 124.62
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.20 127.68 125.71
R3 127.19 126.67 125.43
R2 126.18 126.18 125.34
R1 125.66 125.66 125.24 125.92
PP 125.17 125.17 125.17 125.30
S1 124.65 124.65 125.06 124.91
S2 124.16 124.16 124.96
S3 123.15 123.64 124.87
S4 122.14 122.63 124.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.68 124.36 1.32 1.1% 0.73 0.6% 63% False False 236,068
10 125.68 123.76 1.92 1.5% 0.75 0.6% 74% False False 391,908
20 127.86 123.76 4.10 3.3% 0.80 0.6% 35% False False 416,136
40 131.05 123.76 7.29 5.8% 0.83 0.7% 20% False False 212,153
60 132.49 123.76 8.73 7.0% 0.73 0.6% 16% False False 141,676
80 132.49 123.76 8.73 7.0% 0.72 0.6% 16% False False 106,365
100 133.16 123.76 9.40 7.5% 0.64 0.5% 15% False False 85,153
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 0.18
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129.88
2.618 128.18
1.618 127.14
1.000 126.50
0.618 126.10
HIGH 125.46
0.618 125.06
0.500 124.94
0.382 124.82
LOW 124.42
0.618 123.78
1.000 123.38
1.618 122.74
2.618 121.70
4.250 120.00
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 125.11 125.13
PP 125.02 125.08
S1 124.94 125.02

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

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