Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 122.50 122.61 0.11 0.1% 123.71
High 122.88 122.98 0.10 0.1% 123.94
Low 122.30 122.29 -0.01 0.0% 122.58
Close 122.33 122.42 0.09 0.1% 122.65
Range 0.58 0.69 0.11 19.0% 1.36
ATR 0.69 0.69 0.00 -0.1% 0.00
Volume 884,840 910,575 25,735 2.9% 4,432,333
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.63 124.22 122.80
R3 123.94 123.53 122.61
R2 123.25 123.25 122.55
R1 122.84 122.84 122.48 122.70
PP 122.56 122.56 122.56 122.50
S1 122.15 122.15 122.36 122.01
S2 121.87 121.87 122.29
S3 121.18 121.46 122.23
S4 120.49 120.77 122.04
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
5 123.16 122.29 0.87 0.7% 0.58 0.5% 15% False True 801,765
10 123.94 122.29 1.65 1.3% 0.61 0.5% 8% False True 842,169
20 125.17 122.29 2.88 2.4% 0.63 0.5% 5% False True 781,352
40 126.52 122.29 4.23 3.5% 0.72 0.6% 3% False True 661,906
60 129.14 122.29 6.85 5.6% 0.77 0.6% 2% False True 517,011
80 131.05 122.29 8.76 7.2% 0.75 0.6% 1% False True 388,149
100 132.49 122.29 10.20 8.3% 0.72 0.6% 1% False True 310,629
120 133.16 122.29 10.87 8.9% 0.70 0.6% 1% False True 258,936
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.91
2.618 124.79
1.618 124.10
1.000 123.67
0.618 123.41
HIGH 122.98
0.618 122.72
0.500 122.64
0.382 122.55
LOW 122.29
0.618 121.86
1.000 121.60
1.618 121.17
2.618 120.48
4.250 119.36
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 122.64 122.71
PP 122.56 122.61
S1 122.49 122.52

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

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