Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 125.39 125.91 0.52 0.4% 125.34
High 125.94 126.38 0.44 0.3% 126.52
Low 125.07 125.31 0.24 0.2% 125.07
Close 125.73 126.13 0.40 0.3% 126.13
Range 0.87 1.07 0.20 23.0% 1.45
ATR 0.86 0.87 0.02 1.8% 0.00
Volume 945,021 814,740 -130,281 -13.8% 3,789,594
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.15 128.71 126.72
R3 128.08 127.64 126.42
R2 127.01 127.01 126.33
R1 126.57 126.57 126.23 126.79
PP 125.94 125.94 125.94 126.05
S1 125.50 125.50 126.03 125.72
S2 124.87 124.87 125.93
S3 123.80 124.43 125.84
S4 122.73 123.36 125.54
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 130.26 129.64 126.93
R3 128.81 128.19 126.53
R2 127.36 127.36 126.40
R1 126.74 126.74 126.26 127.05
PP 125.91 125.91 125.91 126.06
S1 125.29 125.29 126.00 125.60
S2 124.46 124.46 125.86
S3 123.01 123.84 125.73
S4 121.56 122.39 125.33
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 1.1% 0.94 0.7% 73% False False 757,918
10 126.52 124.36 2.16 1.7% 0.86 0.7% 82% False False 480,200
20 126.52 123.76 2.76 2.2% 0.79 0.6% 86% False False 497,752
40 130.70 123.76 6.94 5.5% 0.84 0.7% 34% False False 318,731
60 131.91 123.76 8.15 6.5% 0.77 0.6% 29% False False 212,895
80 132.49 123.76 8.73 6.9% 0.74 0.6% 27% False False 159,793
100 133.16 123.76 9.40 7.5% 0.69 0.5% 25% False False 127,923
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.93
2.618 129.18
1.618 128.11
1.000 127.45
0.618 127.04
HIGH 126.38
0.618 125.97
0.500 125.85
0.382 125.72
LOW 125.31
0.618 124.65
1.000 124.24
1.618 123.58
2.618 122.51
4.250 120.76
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 126.04 126.02
PP 125.94 125.91
S1 125.85 125.80

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

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