Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 123.77 123.96 0.19 0.2% 124.75
High 124.34 124.13 -0.21 -0.2% 124.75
Low 123.71 123.47 -0.24 -0.2% 123.37
Close 123.97 123.61 -0.36 -0.3% 123.76
Range 0.63 0.66 0.03 4.8% 1.38
ATR 0.79 0.78 -0.01 -1.2% 0.00
Volume 866,756 852,837 -13,919 -1.6% 1,764,661
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.72 125.32 123.97
R3 125.06 124.66 123.79
R2 124.40 124.40 123.73
R1 124.00 124.00 123.67 123.87
PP 123.74 123.74 123.74 123.67
S1 123.34 123.34 123.55 123.21
S2 123.08 123.08 123.49
S3 122.42 122.68 123.43
S4 121.76 122.02 123.25
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% 0.67 0.5% 21% False False 482,970
10 125.94 123.37 2.57 2.1% 0.74 0.6% 9% False False 736,181
20 126.52 123.37 3.15 2.5% 0.79 0.6% 8% False False 664,045
40 127.86 123.37 4.49 3.6% 0.79 0.6% 5% False False 537,407
60 131.05 123.37 7.68 6.2% 0.81 0.7% 3% False False 360,292
80 132.49 123.37 9.12 7.4% 0.73 0.6% 3% False False 270,387
100 132.49 123.37 9.12 7.4% 0.73 0.6% 3% False False 216,396
120 133.16 123.37 9.79 7.9% 0.65 0.5% 2% False False 180,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.94
2.618 125.86
1.618 125.20
1.000 124.79
0.618 124.54
HIGH 124.13
0.618 123.88
0.500 123.80
0.382 123.72
LOW 123.47
0.618 123.06
1.000 122.81
1.618 122.40
2.618 121.74
4.250 120.67
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 123.80 123.91
PP 123.74 123.81
S1 123.67 123.71

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

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