Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 123.73 123.95 0.22 0.2% 122.50
High 123.89 124.36 0.47 0.4% 123.89
Low 123.00 123.89 0.89 0.7% 122.34
Close 123.09 124.13 1.04 0.8% 123.09
Range 0.89 0.47 -0.42 -47.2% 1.55
ATR 0.69 0.73 0.04 6.0% 0.00
Volume 0 968,016 968,016 3,414,198
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.54 125.30 124.39
R3 125.07 124.83 124.26
R2 124.60 124.60 124.22
R1 124.36 124.36 124.17 124.48
PP 124.13 124.13 124.13 124.19
S1 123.89 123.89 124.09 124.01
S2 123.66 123.66 124.04
S3 123.19 123.42 124.00
S4 122.72 122.95 123.87
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
5 124.36 122.34 2.02 1.6% 0.67 0.5% 89% True False 746,461
10 124.36 122.29 2.07 1.7% 0.62 0.5% 89% True False 776,723
20 124.36 122.29 2.07 1.7% 0.61 0.5% 89% True False 815,698
40 126.52 122.29 4.23 3.4% 0.70 0.6% 43% False False 706,238
60 127.89 122.29 5.60 4.5% 0.73 0.6% 33% False False 601,935
80 131.05 122.29 8.76 7.1% 0.76 0.6% 21% False False 452,654
100 132.49 122.29 10.20 8.2% 0.71 0.6% 18% False False 362,281
120 132.49 122.29 10.20 8.2% 0.71 0.6% 18% False False 301,990
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 126.36
2.618 125.59
1.618 125.12
1.000 124.83
0.618 124.65
HIGH 124.36
0.618 124.18
0.500 124.13
0.382 124.07
LOW 123.89
0.618 123.60
1.000 123.42
1.618 123.13
2.618 122.66
4.250 121.89
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 124.13 123.98
PP 124.13 123.83
S1 124.13 123.68

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

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