Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 124.40 124.05 -0.35 -0.3% 123.95
High 124.52 124.32 -0.20 -0.2% 124.60
Low 123.96 123.79 -0.17 -0.1% 123.89
Close 124.12 124.06 -0.06 0.0% 124.32
Range 0.56 0.53 -0.03 -5.4% 0.71
ATR 0.67 0.66 -0.01 -1.5% 0.00
Volume 752,084 1,313,570 561,486 74.7% 3,254,912
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.65 125.38 124.35
R3 125.12 124.85 124.21
R2 124.59 124.59 124.16
R1 124.32 124.32 124.11 124.46
PP 124.06 124.06 124.06 124.12
S1 123.79 123.79 124.01 123.93
S2 123.53 123.53 123.96
S3 123.00 123.26 123.91
S4 122.47 122.73 123.77
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 126.40 126.07 124.71
R3 125.69 125.36 124.52
R2 124.98 124.98 124.45
R1 124.65 124.65 124.39 124.82
PP 124.27 124.27 124.27 124.35
S1 123.94 123.94 124.25 124.11
S2 123.56 123.56 124.19
S3 122.85 123.23 124.12
S4 122.14 122.52 123.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.60 123.79 0.81 0.7% 0.48 0.4% 33% False True 870,510
10 124.60 122.34 2.26 1.8% 0.57 0.5% 76% False False 808,485
20 124.60 122.29 2.31 1.9% 0.58 0.5% 77% False False 819,671
40 126.52 122.29 4.23 3.4% 0.67 0.5% 42% False False 789,742
60 126.71 122.29 4.42 3.6% 0.70 0.6% 40% False False 669,147
80 131.05 122.29 8.76 7.1% 0.75 0.6% 20% False False 506,994
100 132.49 122.29 10.20 8.2% 0.71 0.6% 17% False False 405,760
120 132.49 122.29 10.20 8.2% 0.70 0.6% 17% False False 338,216
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
4.250 126.57
2.618 125.71
1.618 125.18
1.000 124.85
0.618 124.65
HIGH 124.32
0.618 124.12
0.500 124.06
0.382 123.99
LOW 123.79
0.618 123.46
1.000 123.26
1.618 122.93
2.618 122.40
4.250 121.54
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 124.06 124.16
PP 124.06 124.12
S1 124.06 124.09

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

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