Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 123.24 123.73 0.49 0.4% 122.50
High 123.84 123.89 0.05 0.0% 123.89
Low 123.13 123.00 -0.13 -0.1% 122.34
Close 123.75 123.09 -0.66 -0.5% 123.09
Range 0.71 0.89 0.18 25.4% 1.55
ATR 0.67 0.69 0.02 2.3% 0.00
Volume 853,066 0 -853,066 -100.0% 3,414,198
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 126.00 125.43 123.58
R3 125.11 124.54 123.33
R2 124.22 124.22 123.25
R1 123.65 123.65 123.17 123.49
PP 123.33 123.33 123.33 123.25
S1 122.76 122.76 123.01 122.60
S2 122.44 122.44 122.93
S3 121.55 121.87 122.85
S4 120.66 120.98 122.60
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 127.76 126.97 123.94
R3 126.21 125.42 123.52
R2 124.66 124.66 123.37
R1 123.87 123.87 123.23 124.27
PP 123.11 123.11 123.11 123.30
S1 122.32 122.32 122.95 122.72
S2 121.56 121.56 122.81
S3 120.01 120.77 122.66
S4 118.46 119.22 122.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.89 122.34 1.55 1.3% 0.66 0.5% 48% True False 682,839
10 123.89 122.29 1.60 1.3% 0.62 0.5% 50% True False 736,424
20 124.34 122.29 2.05 1.7% 0.62 0.5% 39% False False 802,060
40 126.52 122.29 4.23 3.4% 0.71 0.6% 19% False False 690,527
60 129.14 122.29 6.85 5.6% 0.76 0.6% 12% False False 586,160
80 131.05 122.29 8.76 7.1% 0.76 0.6% 9% False False 440,577
100 132.49 122.29 10.20 8.3% 0.71 0.6% 8% False False 352,607
120 132.49 122.29 10.20 8.3% 0.71 0.6% 8% False False 293,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 127.67
2.618 126.22
1.618 125.33
1.000 124.78
0.618 124.44
HIGH 123.89
0.618 123.55
0.500 123.45
0.382 123.34
LOW 123.00
0.618 122.45
1.000 122.11
1.618 121.56
2.618 120.67
4.250 119.22
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 123.45 123.27
PP 123.33 123.21
S1 123.21 123.15

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

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