Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 126.06 125.39 -0.67 -0.5% 125.20
High 126.52 125.94 -0.58 -0.5% 125.60
Low 125.20 125.07 -0.13 -0.1% 124.36
Close 125.49 125.73 0.24 0.2% 125.31
Range 1.32 0.87 -0.45 -34.1% 1.24
ATR 0.86 0.86 0.00 0.1% 0.00
Volume 1,076,231 945,021 -131,210 -12.2% 784,217
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 128.19 127.83 126.21
R3 127.32 126.96 125.97
R2 126.45 126.45 125.89
R1 126.09 126.09 125.81 126.27
PP 125.58 125.58 125.58 125.67
S1 125.22 125.22 125.65 125.40
S2 124.71 124.71 125.57
S3 123.84 124.35 125.49
S4 122.97 123.48 125.25
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
5 126.52 125.07 1.45 1.2% 0.82 0.7% 46% False True 649,213
10 126.52 124.36 2.16 1.7% 0.81 0.6% 63% False False 432,684
20 126.52 123.76 2.76 2.2% 0.77 0.6% 71% False False 499,394
40 130.70 123.76 6.94 5.5% 0.84 0.7% 28% False False 298,496
60 131.91 123.76 8.15 6.5% 0.76 0.6% 24% False False 199,325
80 132.49 123.76 8.73 6.9% 0.73 0.6% 23% False False 149,615
100 133.16 123.76 9.40 7.5% 0.68 0.5% 21% False False 119,776
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.64
2.618 128.22
1.618 127.35
1.000 126.81
0.618 126.48
HIGH 125.94
0.618 125.61
0.500 125.51
0.382 125.40
LOW 125.07
0.618 124.53
1.000 124.20
1.618 123.66
2.618 122.79
4.250 121.37
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 125.66 125.80
PP 125.58 125.77
S1 125.51 125.75

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

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