Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 123.55 123.77 0.22 0.2% 124.75
High 124.04 124.34 0.30 0.2% 124.75
Low 123.50 123.71 0.21 0.2% 123.37
Close 123.92 123.97 0.05 0.0% 123.76
Range 0.54 0.63 0.09 16.7% 1.38
ATR 0.80 0.79 -0.01 -1.5% 0.00
Volume 695,257 866,756 171,499 24.7% 1,764,661
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.90 125.56 124.32
R3 125.27 124.93 124.14
R2 124.64 124.64 124.09
R1 124.30 124.30 124.03 124.47
PP 124.01 124.01 124.01 124.09
S1 123.67 123.67 123.91 123.84
S2 123.38 123.38 123.85
S3 122.75 123.04 123.80
S4 122.12 122.41 123.62
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
5 124.50 123.37 1.13 0.9% 0.64 0.5% 53% False False 462,406
10 126.47 123.37 3.10 2.5% 0.75 0.6% 19% False False 736,559
20 126.52 123.37 3.15 2.5% 0.80 0.6% 19% False False 628,707
40 127.89 123.37 4.52 3.6% 0.79 0.6% 13% False False 516,514
60 131.05 123.37 7.68 6.2% 0.81 0.7% 8% False False 346,084
80 132.49 123.37 9.12 7.4% 0.73 0.6% 7% False False 259,734
100 132.49 123.37 9.12 7.4% 0.73 0.6% 7% False False 207,895
120 133.16 123.37 9.79 7.9% 0.65 0.5% 6% False False 173,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.02
2.618 125.99
1.618 125.36
1.000 124.97
0.618 124.73
HIGH 124.34
0.618 124.10
0.500 124.03
0.382 123.95
LOW 123.71
0.618 123.32
1.000 123.08
1.618 122.69
2.618 122.06
4.250 121.03
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 124.03 123.93
PP 124.01 123.89
S1 123.99 123.86

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

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