Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 124.05 124.37 0.32 0.3% 123.95
High 124.32 124.49 0.17 0.1% 124.60
Low 123.79 123.68 -0.11 -0.1% 123.89
Close 124.06 123.87 -0.19 -0.2% 124.32
Range 0.53 0.81 0.28 52.8% 0.71
ATR 0.66 0.67 0.01 1.7% 0.00
Volume 1,313,570 991,283 -322,287 -24.5% 3,254,912
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 126.44 125.97 124.32
R3 125.63 125.16 124.09
R2 124.82 124.82 124.02
R1 124.35 124.35 123.94 124.18
PP 124.01 124.01 124.01 123.93
S1 123.54 123.54 123.80 123.37
S2 123.20 123.20 123.72
S3 122.39 122.73 123.65
S4 121.58 121.92 123.42
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
5 124.60 123.68 0.92 0.7% 0.55 0.4% 21% False True 912,201
10 124.60 122.64 1.96 1.6% 0.61 0.5% 63% False False 824,298
20 124.60 122.29 2.31 1.9% 0.59 0.5% 68% False False 819,346
40 126.52 122.29 4.23 3.4% 0.67 0.5% 37% False False 806,346
60 126.52 122.29 4.23 3.4% 0.70 0.6% 37% False False 682,800
80 131.05 122.29 8.76 7.1% 0.75 0.6% 18% False False 519,358
100 132.49 122.29 10.20 8.2% 0.71 0.6% 15% False False 415,671
120 132.49 122.29 10.20 8.2% 0.70 0.6% 15% False False 346,468
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 0.12
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127.93
2.618 126.61
1.618 125.80
1.000 125.30
0.618 124.99
HIGH 124.49
0.618 124.18
0.500 124.09
0.382 123.99
LOW 123.68
0.618 123.18
1.000 122.87
1.618 122.37
2.618 121.56
4.250 120.24
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 124.09 124.10
PP 124.01 124.02
S1 123.94 123.95

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

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