Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 124.75 124.04 -0.71 -0.6% 126.30
High 124.75 124.39 -0.36 -0.3% 126.47
Low 123.97 123.86 -0.11 -0.1% 124.27
Close 124.06 124.34 0.28 0.2% 124.91
Range 0.78 0.53 -0.25 -32.1% 2.20
ATR 0.86 0.84 -0.02 -2.7% 0.00
Volume 1,014,643 750,018 -264,625 -26.1% 4,673,656
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.79 125.59 124.63
R3 125.26 125.06 124.49
R2 124.73 124.73 124.44
R1 124.53 124.53 124.39 124.63
PP 124.20 124.20 124.20 124.25
S1 124.00 124.00 124.29 124.10
S2 123.67 123.67 124.24
S3 123.14 123.47 124.19
S4 122.61 122.94 124.05
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 131.82 130.56 126.12
R3 129.62 128.36 125.52
R2 127.42 127.42 125.31
R1 126.16 126.16 125.11 125.69
PP 125.22 125.22 125.22 124.98
S1 123.96 123.96 124.71 123.49
S2 123.02 123.02 124.51
S3 120.82 121.76 124.31
S4 118.62 119.56 123.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.94 123.86 2.08 1.7% 0.81 0.7% 23% False True 989,393
10 126.52 123.86 2.66 2.1% 0.86 0.7% 18% False True 927,430
20 126.52 123.86 2.66 2.1% 0.78 0.6% 18% False True 617,775
40 129.14 123.76 5.38 4.3% 0.84 0.7% 11% False False 478,840
60 131.05 123.76 7.29 5.9% 0.80 0.6% 8% False False 320,097
80 132.49 123.76 8.73 7.0% 0.74 0.6% 7% False False 240,247
100 133.16 123.76 9.40 7.6% 0.72 0.6% 6% False False 192,299
120 133.16 123.76 9.40 7.6% 0.63 0.5% 6% False False 160,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.64
2.618 125.78
1.618 125.25
1.000 124.92
0.618 124.72
HIGH 124.39
0.618 124.19
0.500 124.13
0.382 124.06
LOW 123.86
0.618 123.53
1.000 123.33
1.618 123.00
2.618 122.47
4.250 121.61
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 124.27 124.52
PP 124.20 124.46
S1 124.13 124.40

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

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