Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 122.65 123.24 0.59 0.5% 122.45
High 123.44 123.84 0.40 0.3% 123.12
Low 122.64 123.13 0.49 0.4% 122.29
Close 123.07 123.75 0.68 0.6% 122.78
Range 0.80 0.71 -0.09 -11.3% 0.83
ATR 0.67 0.67 0.01 1.1% 0.00
Volume 1,078,066 853,066 -225,000 -20.9% 3,950,043
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.70 125.44 124.14
R3 124.99 124.73 123.95
R2 124.28 124.28 123.88
R1 124.02 124.02 123.82 124.15
PP 123.57 123.57 123.57 123.64
S1 123.31 123.31 123.68 123.44
S2 122.86 122.86 123.62
S3 122.15 122.60 123.55
S4 121.44 121.89 123.36
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
5 123.84 122.34 1.50 1.2% 0.60 0.5% 94% True False 839,871
10 123.84 122.29 1.55 1.3% 0.59 0.5% 94% True False 820,818
20 124.34 122.29 2.05 1.7% 0.60 0.5% 71% False False 802,060
40 126.52 122.29 4.23 3.4% 0.70 0.6% 35% False False 698,421
60 129.14 122.29 6.85 5.5% 0.76 0.6% 21% False False 586,400
80 131.05 122.29 8.76 7.1% 0.76 0.6% 17% False False 440,582
100 132.49 122.29 10.20 8.2% 0.71 0.6% 14% False False 352,609
120 133.16 122.29 10.87 8.8% 0.71 0.6% 13% False False 293,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.86
2.618 125.70
1.618 124.99
1.000 124.55
0.618 124.28
HIGH 123.84
0.618 123.57
0.500 123.49
0.382 123.40
LOW 123.13
0.618 122.69
1.000 122.42
1.618 121.98
2.618 121.27
4.250 120.11
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 123.66 123.53
PP 123.57 123.31
S1 123.49 123.09

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

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