Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 122.84 122.86 0.02 0.0% 121.95
High 123.13 122.93 -0.20 -0.2% 123.13
Low 122.77 122.55 -0.22 -0.2% 121.89
Close 122.98 122.88 -0.10 -0.1% 122.88
Range 0.36 0.38 0.02 5.6% 1.24
ATR 0.55 0.54 -0.01 -1.6% 0.00
Volume 12,822 14,493 1,671 13.0% 63,461
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.93 123.78 123.09
R3 123.55 123.40 122.98
R2 123.17 123.17 122.95
R1 123.02 123.02 122.91 123.10
PP 122.79 122.79 122.79 122.82
S1 122.64 122.64 122.85 122.72
S2 122.41 122.41 122.81
S3 122.03 122.26 122.78
S4 121.65 121.88 122.67
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 126.35 125.86 123.56
R3 125.11 124.62 123.22
R2 123.87 123.87 123.11
R1 123.38 123.38 122.99 123.63
PP 122.63 122.63 122.63 122.76
S1 122.14 122.14 122.77 122.39
S2 121.39 121.39 122.65
S3 120.15 120.90 122.54
S4 118.91 119.66 122.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.13 121.89 1.24 1.0% 0.42 0.3% 80% False False 12,692
10 123.13 121.00 2.13 1.7% 0.50 0.4% 88% False False 9,756
20 123.13 120.92 2.21 1.8% 0.48 0.4% 89% False False 6,729
40 124.97 120.92 4.05 3.3% 0.52 0.4% 48% False False 3,561
60 126.27 120.92 5.35 4.4% 0.46 0.4% 37% False False 2,403
80 129.76 120.92 8.84 7.2% 0.35 0.3% 22% False False 1,827
100 131.01 120.92 10.09 8.2% 0.28 0.2% 19% False False 1,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.55
2.618 123.92
1.618 123.54
1.000 123.31
0.618 123.16
HIGH 122.93
0.618 122.78
0.500 122.74
0.382 122.70
LOW 122.55
0.618 122.32
1.000 122.17
1.618 121.94
2.618 121.56
4.250 120.94
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 122.83 122.87
PP 122.79 122.85
S1 122.74 122.84

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

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