Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 124.15 124.28 0.13 0.1% 122.50
High 124.45 124.60 0.15 0.1% 123.89
Low 123.99 124.16 0.17 0.1% 122.34
Close 124.28 124.41 0.13 0.1% 123.09
Range 0.46 0.44 -0.02 -4.3% 1.55
ATR 0.71 0.69 -0.02 -2.7% 0.00
Volume 782,826 828,501 45,675 5.8% 3,414,198
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.71 125.50 124.65
R3 125.27 125.06 124.53
R2 124.83 124.83 124.49
R1 124.62 124.62 124.45 124.73
PP 124.39 124.39 124.39 124.44
S1 124.18 124.18 124.37 124.29
S2 123.95 123.95 124.33
S3 123.51 123.74 124.29
S4 123.07 123.30 124.17
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
5 124.60 123.00 1.60 1.3% 0.59 0.5% 88% True False 686,481
10 124.60 122.29 2.31 1.9% 0.59 0.5% 92% True False 768,927
20 124.60 122.29 2.31 1.9% 0.59 0.5% 92% True False 810,284
40 126.52 122.29 4.23 3.4% 0.69 0.6% 50% False False 737,164
60 127.86 122.29 5.57 4.5% 0.72 0.6% 38% False False 628,366
80 131.05 122.29 8.76 7.0% 0.75 0.6% 24% False False 472,790
100 132.49 122.29 10.20 8.2% 0.71 0.6% 21% False False 378,367
120 132.49 122.29 10.20 8.2% 0.71 0.6% 21% False False 315,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 126.47
2.618 125.75
1.618 125.31
1.000 125.04
0.618 124.87
HIGH 124.60
0.618 124.43
0.500 124.38
0.382 124.33
LOW 124.16
0.618 123.89
1.000 123.72
1.618 123.45
2.618 123.01
4.250 122.29
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 124.40 124.36
PP 124.39 124.30
S1 124.38 124.25

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

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