Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 123.57 123.53 -0.04 0.0% 123.55
High 123.79 123.88 0.09 0.1% 124.34
Low 123.23 123.17 -0.06 0.0% 123.17
Close 123.34 123.73 0.39 0.3% 123.73
Range 0.56 0.71 0.15 26.8% 1.17
ATR 0.77 0.76 0.00 -0.5% 0.00
Volume 1,005,308 824,471 -180,837 -18.0% 4,244,629
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.72 125.44 124.12
R3 125.01 124.73 123.93
R2 124.30 124.30 123.86
R1 124.02 124.02 123.80 124.16
PP 123.59 123.59 123.59 123.67
S1 123.31 123.31 123.66 123.45
S2 122.88 122.88 123.60
S3 122.17 122.60 123.53
S4 121.46 121.89 123.34
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.26 126.66 124.37
R3 126.09 125.49 124.05
R2 124.92 124.92 123.94
R1 124.32 124.32 123.84 124.62
PP 123.75 123.75 123.75 123.90
S1 123.15 123.15 123.62 123.45
S2 122.58 122.58 123.52
S3 121.41 121.98 123.41
S4 120.24 120.81 123.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.34 123.17 1.17 0.9% 0.62 0.5% 48% False True 848,925
10 125.17 123.17 2.00 1.6% 0.66 0.5% 28% False True 692,533
20 126.52 123.17 3.35 2.7% 0.76 0.6% 17% False True 737,187
40 127.68 123.17 4.51 3.6% 0.78 0.6% 12% False True 579,902
60 131.05 123.17 7.88 6.4% 0.81 0.7% 7% False True 390,735
80 132.49 123.17 9.32 7.5% 0.74 0.6% 6% False True 293,250
100 132.49 123.17 9.32 7.5% 0.73 0.6% 6% False True 234,690
120 133.16 123.17 9.99 8.1% 0.66 0.5% 6% False True 195,627
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 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.90
2.618 125.74
1.618 125.03
1.000 124.59
0.618 124.32
HIGH 123.88
0.618 123.61
0.500 123.53
0.382 123.44
LOW 123.17
0.618 122.73
1.000 122.46
1.618 122.02
2.618 121.31
4.250 120.15
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 123.66 123.70
PP 123.59 123.68
S1 123.53 123.65

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

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