Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 123.03 122.45 -0.58 -0.5% 123.71
High 123.16 122.92 -0.24 -0.2% 123.94
Low 122.58 122.42 -0.16 -0.1% 122.58
Close 122.65 122.86 0.21 0.2% 122.65
Range 0.58 0.50 -0.08 -13.8% 1.36
ATR 0.73 0.71 -0.02 -2.3% 0.00
Volume 843,943 565,025 -278,918 -33.0% 4,432,333
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.23 124.05 123.14
R3 123.73 123.55 123.00
R2 123.23 123.23 122.95
R1 123.05 123.05 122.91 123.14
PP 122.73 122.73 122.73 122.78
S1 122.55 122.55 122.81 122.64
S2 122.23 122.23 122.77
S3 121.73 122.05 122.72
S4 121.23 121.55 122.59
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 127.14 126.25 123.40
R3 125.78 124.89 123.02
R2 124.42 124.42 122.90
R1 123.53 123.53 122.77 123.30
PP 123.06 123.06 123.06 122.94
S1 122.17 122.17 122.53 121.94
S2 121.70 121.70 122.40
S3 120.34 120.81 122.28
S4 118.98 119.45 121.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.51 122.42 1.09 0.9% 0.60 0.5% 40% False True 854,728
10 124.34 122.42 1.92 1.6% 0.61 0.5% 23% False True 854,673
20 126.47 122.42 4.05 3.3% 0.67 0.5% 11% False True 784,015
40 126.52 122.42 4.10 3.3% 0.73 0.6% 11% False True 640,883
60 130.70 122.42 8.28 6.7% 0.78 0.6% 5% False True 473,826
80 131.91 122.42 9.49 7.7% 0.75 0.6% 5% False True 355,675
100 132.49 122.42 10.07 8.2% 0.72 0.6% 4% False True 284,637
120 133.16 122.42 10.74 8.7% 0.69 0.6% 4% False True 237,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.05
2.618 124.23
1.618 123.73
1.000 123.42
0.618 123.23
HIGH 122.92
0.618 122.73
0.500 122.67
0.382 122.61
LOW 122.42
0.618 122.11
1.000 121.92
1.618 121.61
2.618 121.11
4.250 120.30
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 122.80 122.88
PP 122.73 122.87
S1 122.67 122.87

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

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