Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 126.07 125.94 -0.13 -0.1% 125.34
High 126.47 125.94 -0.53 -0.4% 126.52
Low 125.70 124.57 -1.13 -0.9% 125.07
Close 125.79 124.69 -1.10 -0.9% 126.13
Range 0.77 1.37 0.60 77.9% 1.45
ATR 0.84 0.88 0.04 4.5% 0.00
Volume 856,615 1,161,761 305,146 35.6% 3,789,594
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.18 128.30 125.44
R3 127.81 126.93 125.07
R2 126.44 126.44 124.94
R1 125.56 125.56 124.82 125.32
PP 125.07 125.07 125.07 124.94
S1 124.19 124.19 124.56 123.95
S2 123.70 123.70 124.44
S3 122.33 122.82 124.31
S4 120.96 121.45 123.94
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
5 126.47 124.57 1.90 1.5% 0.91 0.7% 6% False True 882,574
10 126.52 124.52 2.00 1.6% 0.87 0.7% 9% False False 693,012
20 126.52 123.76 2.76 2.2% 0.81 0.6% 34% False False 542,460
40 129.14 123.76 5.38 4.3% 0.83 0.7% 17% False False 384,840
60 131.05 123.76 7.29 5.8% 0.78 0.6% 13% False False 257,082
80 132.49 123.76 8.73 7.0% 0.74 0.6% 11% False False 192,948
100 133.16 123.76 9.40 7.5% 0.71 0.6% 10% False False 154,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 131.76
2.618 129.53
1.618 128.16
1.000 127.31
0.618 126.79
HIGH 125.94
0.618 125.42
0.500 125.26
0.382 125.09
LOW 124.57
0.618 123.72
1.000 123.20
1.618 122.35
2.618 120.98
4.250 118.75
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 125.26 125.52
PP 125.07 125.24
S1 124.88 124.97

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

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