Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 123.44 123.10 -0.34 -0.3% 123.55
High 123.51 123.29 -0.22 -0.2% 124.34
Low 122.88 122.68 -0.20 -0.2% 123.17
Close 123.01 122.87 -0.14 -0.1% 123.73
Range 0.63 0.61 -0.02 -3.2% 1.17
ATR 0.75 0.74 -0.01 -1.3% 0.00
Volume 997,784 823,705 -174,079 -17.4% 4,244,629
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.78 124.43 123.21
R3 124.17 123.82 123.04
R2 123.56 123.56 122.98
R1 123.21 123.21 122.93 123.08
PP 122.95 122.95 122.95 122.88
S1 122.60 122.60 122.81 122.47
S2 122.34 122.34 122.76
S3 121.73 121.99 122.70
S4 121.12 121.38 122.53
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
5 123.94 122.68 1.26 1.0% 0.60 0.5% 15% False True 874,996
10 124.50 122.68 1.82 1.5% 0.63 0.5% 10% False True 678,983
20 126.52 122.68 3.84 3.1% 0.75 0.6% 5% False True 803,207
40 126.52 122.68 3.84 3.1% 0.75 0.6% 5% False True 626,778
60 131.05 122.68 8.37 6.8% 0.80 0.6% 2% False True 433,069
80 132.49 122.68 9.81 8.0% 0.74 0.6% 2% False True 325,036
100 132.49 122.68 9.81 8.0% 0.72 0.6% 2% False True 260,123
120 133.16 122.68 10.48 8.5% 0.67 0.5% 2% False True 216,837
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.88
2.618 124.89
1.618 124.28
1.000 123.90
0.618 123.67
HIGH 123.29
0.618 123.06
0.500 122.99
0.382 122.91
LOW 122.68
0.618 122.30
1.000 122.07
1.618 121.69
2.618 121.08
4.250 120.09
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 122.99 123.31
PP 122.95 123.16
S1 122.91 123.02

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

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