Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 122.50 122.51 0.01 0.0% 122.45
High 122.88 122.80 -0.08 -0.1% 123.12
Low 122.42 122.34 -0.08 -0.1% 122.29
Close 122.67 122.68 0.01 0.0% 122.78
Range 0.46 0.46 0.00 0.0% 0.83
ATR 0.67 0.66 -0.02 -2.2% 0.00
Volume 649,907 833,159 183,252 28.2% 3,950,043
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.99 123.79 122.93
R3 123.53 123.33 122.81
R2 123.07 123.07 122.76
R1 122.87 122.87 122.72 122.97
PP 122.61 122.61 122.61 122.66
S1 122.41 122.41 122.64 122.51
S2 122.15 122.15 122.60
S3 121.69 121.95 122.55
S4 121.23 121.49 122.43
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.22 124.83 123.24
R3 124.39 124.00 123.01
R2 123.56 123.56 122.93
R1 123.17 123.17 122.86 123.37
PP 122.73 122.73 122.73 122.83
S1 122.34 122.34 122.70 122.54
S2 121.90 121.90 122.63
S3 121.07 121.51 122.55
S4 120.24 120.68 122.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.01 122.29 0.72 0.6% 0.55 0.4% 54% False False 812,727
10 123.33 122.29 1.04 0.8% 0.57 0.5% 38% False False 814,394
20 124.50 122.29 2.21 1.8% 0.60 0.5% 18% False False 743,004
40 126.52 122.29 4.23 3.4% 0.70 0.6% 9% False False 673,214
60 129.14 122.29 6.85 5.6% 0.75 0.6% 6% False False 554,431
80 131.05 122.29 8.76 7.1% 0.74 0.6% 4% False False 416,459
100 132.49 122.29 10.20 8.3% 0.71 0.6% 4% False False 333,304
120 133.16 122.29 10.87 8.9% 0.70 0.6% 4% False False 277,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Fibonacci Retracements and Extensions
4.250 124.76
2.618 124.00
1.618 123.54
1.000 123.26
0.618 123.08
HIGH 122.80
0.618 122.62
0.500 122.57
0.382 122.52
LOW 122.34
0.618 122.06
1.000 121.88
1.618 121.60
2.618 121.14
4.250 120.39
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 122.64 122.68
PP 122.61 122.68
S1 122.57 122.68

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

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