Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 124.04 124.47 0.43 0.3% 126.30
High 124.39 124.50 0.11 0.1% 126.47
Low 123.86 123.48 -0.38 -0.3% 124.27
Close 124.34 123.67 -0.67 -0.5% 124.91
Range 0.53 1.02 0.49 92.5% 2.20
ATR 0.84 0.85 0.01 1.6% 0.00
Volume 750,018 0 -750,018 -100.0% 4,673,656
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 126.94 126.33 124.23
R3 125.92 125.31 123.95
R2 124.90 124.90 123.86
R1 124.29 124.29 123.76 124.09
PP 123.88 123.88 123.88 123.78
S1 123.27 123.27 123.58 123.07
S2 122.86 122.86 123.48
S3 121.84 122.25 123.39
S4 120.82 121.23 123.11
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
5 125.17 123.48 1.69 1.4% 0.74 0.6% 11% False True 757,041
10 126.47 123.48 2.99 2.4% 0.83 0.7% 6% False True 819,807
20 126.52 123.48 3.04 2.5% 0.80 0.6% 6% False True 594,783
40 129.14 123.48 5.66 4.6% 0.84 0.7% 3% False True 478,571
60 131.05 123.48 7.57 6.1% 0.81 0.7% 3% False True 320,090
80 132.49 123.48 9.01 7.3% 0.74 0.6% 2% False True 240,246
100 133.16 123.48 9.68 7.8% 0.73 0.6% 2% False True 192,299
120 133.16 123.48 9.68 7.8% 0.63 0.5% 2% False True 160,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128.84
2.618 127.17
1.618 126.15
1.000 125.52
0.618 125.13
HIGH 124.50
0.618 124.11
0.500 123.99
0.382 123.87
LOW 123.48
0.618 122.85
1.000 122.46
1.618 121.83
2.618 120.81
4.250 119.15
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 123.99 124.12
PP 123.88 123.97
S1 123.78 123.82

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

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