Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 126.30 126.07 -0.23 -0.2% 125.34
High 126.46 126.47 0.01 0.0% 126.52
Low 125.98 125.70 -0.28 -0.2% 125.07
Close 126.28 125.79 -0.49 -0.4% 126.13
Range 0.48 0.77 0.29 60.4% 1.45
ATR 0.85 0.84 -0.01 -0.6% 0.00
Volume 634,735 856,615 221,880 35.0% 3,789,594
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 128.30 127.81 126.21
R3 127.53 127.04 126.00
R2 126.76 126.76 125.93
R1 126.27 126.27 125.86 126.13
PP 125.99 125.99 125.99 125.92
S1 125.50 125.50 125.72 125.36
S2 125.22 125.22 125.65
S3 124.45 124.73 125.58
S4 123.68 123.96 125.37
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 1.2% 0.90 0.7% 50% False False 865,468
10 126.52 124.42 2.10 1.7% 0.83 0.7% 65% False False 591,908
20 126.52 123.76 2.76 2.2% 0.77 0.6% 74% False False 509,320
40 129.14 123.76 5.38 4.3% 0.82 0.6% 38% False False 355,871
60 131.05 123.76 7.29 5.8% 0.76 0.6% 28% False False 237,735
80 132.49 123.76 8.73 6.9% 0.73 0.6% 23% False False 178,427
100 133.16 123.76 9.40 7.5% 0.70 0.6% 22% False False 142,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.74
2.618 128.49
1.618 127.72
1.000 127.24
0.618 126.95
HIGH 126.47
0.618 126.18
0.500 126.09
0.382 125.99
LOW 125.70
0.618 125.22
1.000 124.93
1.618 124.45
2.618 123.68
4.250 122.43
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 126.09 125.89
PP 125.99 125.86
S1 125.89 125.82

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

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