Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
30-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 125.35 125.34 -0.01 0.0% 125.20
High 125.60 125.99 0.39 0.3% 125.60
Low 125.11 125.26 0.15 0.1% 124.36
Close 125.31 125.73 0.42 0.3% 125.31
Range 0.49 0.73 0.24 49.0% 1.24
ATR 0.84 0.83 -0.01 -0.9% 0.00
Volume 271,214 327,105 55,891 20.6% 784,217
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.85 127.52 126.13
R3 127.12 126.79 125.93
R2 126.39 126.39 125.86
R1 126.06 126.06 125.80 126.23
PP 125.66 125.66 125.66 125.74
S1 125.33 125.33 125.66 125.50
S2 124.93 124.93 125.60
S3 124.20 124.60 125.53
S4 123.47 123.87 125.33
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.81 128.30 125.99
R3 127.57 127.06 125.65
R2 126.33 126.33 125.54
R1 125.82 125.82 125.42 126.08
PP 125.09 125.09 125.09 125.22
S1 124.58 124.58 125.20 124.84
S2 123.85 123.85 125.08
S3 122.61 123.34 124.97
S4 121.37 122.10 124.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.99 124.36 1.63 1.3% 0.80 0.6% 84% True False 222,264
10 125.99 124.20 1.79 1.4% 0.72 0.6% 85% True False 291,770
20 126.25 123.76 2.49 2.0% 0.76 0.6% 79% False False 435,707
40 131.05 123.76 7.29 5.8% 0.83 0.7% 27% False False 232,369
60 132.49 123.76 8.73 6.9% 0.74 0.6% 23% False False 155,221
80 132.49 123.76 8.73 6.9% 0.72 0.6% 23% False False 116,529
100 133.16 123.76 9.40 7.5% 0.66 0.5% 21% False False 93,298
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.09
2.618 127.90
1.618 127.17
1.000 126.72
0.618 126.44
HIGH 125.99
0.618 125.71
0.500 125.63
0.382 125.54
LOW 125.26
0.618 124.81
1.000 124.53
1.618 124.08
2.618 123.35
4.250 122.16
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 125.70 125.57
PP 125.66 125.41
S1 125.63 125.26

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

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