Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 125.89 126.06 0.17 0.1% 125.20
High 126.18 126.52 0.34 0.3% 125.60
Low 125.49 125.20 -0.29 -0.2% 124.36
Close 126.11 125.49 -0.62 -0.5% 125.31
Range 0.69 1.32 0.63 91.3% 1.24
ATR 0.82 0.86 0.04 4.3% 0.00
Volume 626,497 1,076,231 449,734 71.8% 784,217
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.70 128.91 126.22
R3 128.38 127.59 125.85
R2 127.06 127.06 125.73
R1 126.27 126.27 125.61 126.01
PP 125.74 125.74 125.74 125.60
S1 124.95 124.95 125.37 124.69
S2 124.42 124.42 125.25
S3 123.10 123.63 125.13
S4 121.78 122.31 124.76
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
5 126.52 124.52 2.00 1.6% 0.82 0.7% 49% True False 503,449
10 126.52 124.36 2.16 1.7% 0.78 0.6% 52% True False 369,759
20 126.52 123.76 2.76 2.2% 0.80 0.6% 63% True False 504,161
40 131.05 123.76 7.29 5.8% 0.84 0.7% 24% False False 274,889
60 132.49 123.76 8.73 7.0% 0.76 0.6% 20% False False 183,583
80 132.49 123.76 8.73 7.0% 0.73 0.6% 20% False False 137,803
100 133.16 123.76 9.40 7.5% 0.67 0.5% 18% False False 110,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 132.13
2.618 129.98
1.618 128.66
1.000 127.84
0.618 127.34
HIGH 126.52
0.618 126.02
0.500 125.86
0.382 125.70
LOW 125.20
0.618 124.38
1.000 123.88
1.618 123.06
2.618 121.74
4.250 119.59
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 125.86 125.86
PP 125.74 125.74
S1 125.61 125.61

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

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