Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 123.10 122.78 -0.32 -0.3% 123.55
High 123.29 123.33 0.04 0.0% 124.34
Low 122.68 122.63 -0.05 0.0% 123.17
Close 122.87 123.22 0.35 0.3% 123.73
Range 0.61 0.70 0.09 14.8% 1.17
ATR 0.74 0.74 0.00 -0.4% 0.00
Volume 823,705 1,043,185 219,480 26.6% 4,244,629
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.16 124.89 123.61
R3 124.46 124.19 123.41
R2 123.76 123.76 123.35
R1 123.49 123.49 123.28 123.63
PP 123.06 123.06 123.06 123.13
S1 122.79 122.79 123.16 122.93
S2 122.36 122.36 123.09
S3 121.66 122.09 123.03
S4 120.96 121.39 122.84
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
5 123.94 122.63 1.31 1.1% 0.63 0.5% 45% False True 882,572
10 124.34 122.63 1.71 1.4% 0.60 0.5% 35% False True 783,301
20 126.47 122.63 3.84 3.1% 0.72 0.6% 15% False True 801,554
40 126.52 122.63 3.89 3.2% 0.76 0.6% 15% False True 652,857
60 131.05 122.63 8.42 6.8% 0.80 0.6% 7% False True 450,444
80 132.49 122.63 9.86 8.0% 0.75 0.6% 6% False True 338,076
100 132.49 122.63 9.86 8.0% 0.72 0.6% 6% False True 270,553
120 133.16 122.63 10.53 8.5% 0.68 0.6% 6% False True 225,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.31
2.618 125.16
1.618 124.46
1.000 124.03
0.618 123.76
HIGH 123.33
0.618 123.06
0.500 122.98
0.382 122.90
LOW 122.63
0.618 122.20
1.000 121.93
1.618 121.50
2.618 120.80
4.250 119.66
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 123.14 123.17
PP 123.06 123.12
S1 122.98 123.07

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

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