Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 122.76 122.50 -0.26 -0.2% 123.71
High 123.12 122.88 -0.24 -0.2% 123.94
Low 122.55 122.30 -0.25 -0.2% 122.58
Close 122.82 122.33 -0.49 -0.4% 122.65
Range 0.57 0.58 0.01 1.8% 1.36
ATR 0.70 0.69 -0.01 -1.3% 0.00
Volume 804,446 884,840 80,394 10.0% 4,432,333
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.24 123.87 122.65
R3 123.66 123.29 122.49
R2 123.08 123.08 122.44
R1 122.71 122.71 122.38 122.61
PP 122.50 122.50 122.50 122.45
S1 122.13 122.13 122.28 122.03
S2 121.92 121.92 122.22
S3 121.34 121.55 122.17
S4 120.76 120.97 122.01
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
5 123.33 122.30 1.03 0.8% 0.59 0.5% 3% False True 828,287
10 123.94 122.30 1.64 1.3% 0.59 0.5% 2% False True 851,642
20 125.94 122.30 3.64 3.0% 0.67 0.5% 1% False True 793,912
40 126.52 122.30 4.22 3.4% 0.72 0.6% 1% False True 651,616
60 129.14 122.30 6.84 5.6% 0.77 0.6% 0% False True 501,885
80 131.05 122.30 8.75 7.2% 0.74 0.6% 0% False True 376,779
100 132.49 122.30 10.19 8.3% 0.72 0.6% 0% False True 301,524
120 133.16 122.30 10.86 8.9% 0.70 0.6% 0% False True 251,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.35
2.618 124.40
1.618 123.82
1.000 123.46
0.618 123.24
HIGH 122.88
0.618 122.66
0.500 122.59
0.382 122.52
LOW 122.30
0.618 121.94
1.000 121.72
1.618 121.36
2.618 120.78
4.250 119.84
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 122.59 122.71
PP 122.50 122.58
S1 122.42 122.46

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

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