Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 125.94 124.73 -1.21 -1.0% 125.34
High 125.94 124.98 -0.96 -0.8% 126.52
Low 124.57 124.27 -0.30 -0.2% 125.07
Close 124.69 124.64 -0.05 0.0% 126.13
Range 1.37 0.71 -0.66 -48.2% 1.45
ATR 0.88 0.87 -0.01 -1.4% 0.00
Volume 1,161,761 1,104,501 -57,260 -4.9% 3,789,594
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 126.76 126.41 125.03
R3 126.05 125.70 124.84
R2 125.34 125.34 124.77
R1 124.99 124.99 124.71 124.81
PP 124.63 124.63 124.63 124.54
S1 124.28 124.28 124.57 124.10
S2 123.92 123.92 124.51
S3 123.21 123.57 124.44
S4 122.50 122.86 124.25
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
5 126.47 124.27 2.20 1.8% 0.88 0.7% 17% False True 914,470
10 126.52 124.27 2.25 1.8% 0.85 0.7% 16% False True 781,842
20 126.52 123.76 2.76 2.2% 0.78 0.6% 32% False False 564,448
40 129.14 123.76 5.38 4.3% 0.83 0.7% 16% False False 412,288
60 131.05 123.76 7.29 5.8% 0.78 0.6% 12% False False 275,464
80 132.49 123.76 8.73 7.0% 0.74 0.6% 10% False False 206,754
100 133.16 123.76 9.40 7.5% 0.72 0.6% 9% False False 165,496
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.00
2.618 126.84
1.618 126.13
1.000 125.69
0.618 125.42
HIGH 124.98
0.618 124.71
0.500 124.63
0.382 124.54
LOW 124.27
0.618 123.83
1.000 123.56
1.618 123.12
2.618 122.41
4.250 121.25
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 124.64 125.37
PP 124.63 125.13
S1 124.63 124.88

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

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