Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 123.96 123.57 -0.39 -0.3% 124.75
High 124.13 123.79 -0.34 -0.3% 124.75
Low 123.47 123.23 -0.24 -0.2% 123.37
Close 123.61 123.34 -0.27 -0.2% 123.76
Range 0.66 0.56 -0.10 -15.2% 1.38
ATR 0.78 0.77 -0.02 -2.0% 0.00
Volume 852,837 1,005,308 152,471 17.9% 1,764,661
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.13 124.80 123.65
R3 124.57 124.24 123.49
R2 124.01 124.01 123.44
R1 123.68 123.68 123.39 123.57
PP 123.45 123.45 123.45 123.40
S1 123.12 123.12 123.29 123.01
S2 122.89 122.89 123.24
S3 122.33 122.56 123.19
S4 121.77 122.00 123.03
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
5 124.34 123.23 1.11 0.9% 0.58 0.5% 10% False True 684,031
10 125.17 123.23 1.94 1.6% 0.66 0.5% 6% False True 720,536
20 126.52 123.23 3.29 2.7% 0.76 0.6% 3% False True 706,774
40 127.86 123.23 4.63 3.8% 0.78 0.6% 2% False True 561,455
60 131.05 123.23 7.82 6.3% 0.81 0.7% 1% False True 377,027
80 132.49 123.23 9.26 7.5% 0.74 0.6% 1% False True 282,951
100 132.49 123.23 9.26 7.5% 0.73 0.6% 1% False True 226,446
120 133.16 123.23 9.93 8.1% 0.66 0.5% 1% False True 188,757
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.17
2.618 125.26
1.618 124.70
1.000 124.35
0.618 124.14
HIGH 123.79
0.618 123.58
0.500 123.51
0.382 123.44
LOW 123.23
0.618 122.88
1.000 122.67
1.618 122.32
2.618 121.76
4.250 120.85
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 123.51 123.79
PP 123.45 123.64
S1 123.40 123.49

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

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