Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 124.47 123.70 -0.77 -0.6% 124.75
High 124.50 123.86 -0.64 -0.5% 124.75
Low 123.48 123.37 -0.11 -0.1% 123.37
Close 123.67 123.76 0.09 0.1% 123.76
Range 1.02 0.49 -0.53 -52.0% 1.38
ATR 0.85 0.82 -0.03 -3.0% 0.00
Volume
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.13 124.94 124.03
R3 124.64 124.45 123.89
R2 124.15 124.15 123.85
R1 123.96 123.96 123.80 124.06
PP 123.66 123.66 123.66 123.71
S1 123.47 123.47 123.72 123.57
S2 123.17 123.17 123.67
S3 122.68 122.98 123.63
S4 122.19 122.49 123.49
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 128.10 127.31 124.52
R3 126.72 125.93 124.14
R2 125.34 125.34 124.01
R1 124.55 124.55 123.89 124.26
PP 123.96 123.96 123.96 123.81
S1 123.17 123.17 123.63 122.88
S2 122.58 122.58 123.51
S3 121.20 121.79 123.38
S4 119.82 120.41 123.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.17 123.37 1.80 1.5% 0.70 0.6% 22% False True 536,141
10 126.47 123.37 3.10 2.5% 0.79 0.6% 13% False True 725,305
20 126.52 123.37 3.15 2.5% 0.80 0.6% 12% False True 578,994
40 129.14 123.37 5.77 4.7% 0.83 0.7% 7% False True 478,211
60 131.05 123.37 7.68 6.2% 0.81 0.7% 5% False True 320,082
80 132.49 123.37 9.12 7.4% 0.74 0.6% 4% False True 240,244
100 132.49 123.37 9.12 7.4% 0.73 0.6% 4% False True 192,297
120 133.16 123.37 9.79 7.9% 0.64 0.5% 4% False True 160,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125.94
2.618 125.14
1.618 124.65
1.000 124.35
0.618 124.16
HIGH 123.86
0.618 123.67
0.500 123.62
0.382 123.56
LOW 123.37
0.618 123.07
1.000 122.88
1.618 122.58
2.618 122.09
4.250 121.29
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 123.71 123.94
PP 123.66 123.88
S1 123.62 123.82

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

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