Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 123.64 122.65 -0.99 -0.8% 124.40
High 123.67 123.33 -0.34 -0.3% 124.52
Low 122.66 122.56 -0.10 -0.1% 122.56
Close 122.87 123.15 0.28 0.2% 123.15
Range 1.01 0.77 -0.24 -23.8% 1.96
ATR 0.71 0.71 0.00 0.7% 0.00
Volume 0 1,350,882 1,350,882 4,407,819
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.32 125.01 123.57
R3 124.55 124.24 123.36
R2 123.78 123.78 123.29
R1 123.47 123.47 123.22 123.63
PP 123.01 123.01 123.01 123.09
S1 122.70 122.70 123.08 122.86
S2 122.24 122.24 123.01
S3 121.47 121.93 122.94
S4 120.70 121.16 122.73
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 129.29 128.18 124.23
R3 127.33 126.22 123.69
R2 125.37 125.37 123.51
R1 124.26 124.26 123.33 123.84
PP 123.41 123.41 123.41 123.20
S1 122.30 122.30 122.97 121.88
S2 121.45 121.45 122.79
S3 119.49 120.34 122.61
S4 117.53 118.38 122.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.52 122.56 1.96 1.6% 0.74 0.6% 30% False True 881,563
10 124.60 122.56 2.04 1.7% 0.64 0.5% 29% False True 766,273
20 124.60 122.29 2.31 1.9% 0.61 0.5% 37% False False 793,545
40 126.47 122.29 4.18 3.4% 0.66 0.5% 21% False False 797,550
60 126.52 122.29 4.23 3.4% 0.71 0.6% 20% False False 699,753
80 131.05 122.29 8.76 7.1% 0.75 0.6% 10% False False 536,220
100 132.49 122.29 10.20 8.3% 0.72 0.6% 8% False False 429,169
120 132.49 122.29 10.20 8.3% 0.71 0.6% 8% False False 357,718
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 True
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.60
2.618 125.35
1.618 124.58
1.000 124.10
0.618 123.81
HIGH 123.33
0.618 123.04
0.500 122.95
0.382 122.85
LOW 122.56
0.618 122.08
1.000 121.79
1.618 121.31
2.618 120.54
4.250 119.29
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 123.08 123.53
PP 123.01 123.40
S1 122.95 123.28

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

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