Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 123.31 123.06 -0.25 -0.2% 124.40
High 123.32 123.15 -0.17 -0.1% 124.52
Low 122.72 122.92 0.20 0.2% 122.56
Close 123.03 123.05 0.02 0.0% 123.15
Range 0.60 0.23 -0.37 -61.7% 1.96
ATR 0.70 0.67 -0.03 -4.8% 0.00
Volume 629,254 30,047 -599,207 -95.2% 4,407,819
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.73 123.62 123.18
R3 123.50 123.39 123.11
R2 123.27 123.27 123.09
R1 123.16 123.16 123.07 123.10
PP 123.04 123.04 123.04 123.01
S1 122.93 122.93 123.03 122.87
S2 122.81 122.81 123.01
S3 122.58 122.70 122.99
S4 122.35 122.47 122.92
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
5 124.49 122.56 1.93 1.6% 0.68 0.6% 25% False False 600,293
10 124.60 122.56 2.04 1.7% 0.58 0.5% 24% False False 735,401
20 124.60 122.29 2.31 1.9% 0.60 0.5% 33% False False 756,062
40 126.47 122.29 4.18 3.4% 0.64 0.5% 18% False False 770,038
60 126.52 122.29 4.23 3.4% 0.69 0.6% 18% False False 679,276
80 130.70 122.29 8.41 6.8% 0.74 0.6% 9% False False 544,385
100 131.91 122.29 9.62 7.8% 0.72 0.6% 8% False False 435,752
120 132.49 122.29 10.20 8.3% 0.70 0.6% 7% False False 363,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 124.13
2.618 123.75
1.618 123.52
1.000 123.38
0.618 123.29
HIGH 123.15
0.618 123.06
0.500 123.04
0.382 123.01
LOW 122.92
0.618 122.78
1.000 122.69
1.618 122.55
2.618 122.32
4.250 121.94
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 123.05 123.02
PP 123.04 122.98
S1 123.04 122.95

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

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