Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 123.95 124.15 0.20 0.2% 122.50
High 124.36 124.45 0.09 0.1% 123.89
Low 123.89 123.99 0.10 0.1% 122.34
Close 124.13 124.28 0.15 0.1% 123.09
Range 0.47 0.46 -0.01 -2.1% 1.55
ATR 0.73 0.71 -0.02 -2.6% 0.00
Volume 968,016 782,826 -185,190 -19.1% 3,414,198
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.62 125.41 124.53
R3 125.16 124.95 124.41
R2 124.70 124.70 124.36
R1 124.49 124.49 124.32 124.60
PP 124.24 124.24 124.24 124.29
S1 124.03 124.03 124.24 124.14
S2 123.78 123.78 124.20
S3 123.32 123.57 124.15
S4 122.86 123.11 124.03
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
5 124.45 122.64 1.81 1.5% 0.67 0.5% 91% True False 736,394
10 124.45 122.29 2.16 1.7% 0.61 0.5% 92% True False 774,561
20 124.45 122.29 2.16 1.7% 0.60 0.5% 92% True False 811,501
40 126.52 122.29 4.23 3.4% 0.70 0.6% 47% False False 720,104
60 127.89 122.29 5.60 4.5% 0.73 0.6% 36% False False 614,843
80 131.05 122.29 8.76 7.0% 0.76 0.6% 23% False False 462,438
100 132.49 122.29 10.20 8.2% 0.71 0.6% 20% False False 370,088
120 132.49 122.29 10.20 8.2% 0.71 0.6% 20% False False 308,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 126.41
2.618 125.65
1.618 125.19
1.000 124.91
0.618 124.73
HIGH 124.45
0.618 124.27
0.500 124.22
0.382 124.17
LOW 123.99
0.618 123.71
1.000 123.53
1.618 123.25
2.618 122.79
4.250 122.04
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 124.26 124.10
PP 124.24 123.91
S1 124.22 123.73

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

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