Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 122.39 122.88 0.49 0.4% 121.89
High 122.53 123.69 1.16 0.9% 122.63
Low 121.70 122.82 1.12 0.9% 121.32
Close 122.19 123.02 0.83 0.7% 122.36
Range 0.83 0.87 0.04 4.8% 1.31
ATR 0.61 0.67 0.06 10.4% 0.00
Volume 967,422 1,353,756 386,334 39.9% 4,363,938
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.79 125.27 123.50
R3 124.92 124.40 123.26
R2 124.05 124.05 123.18
R1 123.53 123.53 123.10 123.79
PP 123.18 123.18 123.18 123.31
S1 122.66 122.66 122.94 122.92
S2 122.31 122.31 122.86
S3 121.44 121.79 122.78
S4 120.57 120.92 122.54
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 126.03 125.51 123.08
R3 124.72 124.20 122.72
R2 123.41 123.41 122.60
R1 122.89 122.89 122.48 123.15
PP 122.10 122.10 122.10 122.24
S1 121.58 121.58 122.24 121.84
S2 120.79 120.79 122.12
S3 119.48 120.27 122.00
S4 118.17 118.96 121.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.69 121.42 2.27 1.8% 0.60 0.5% 70% True False 986,914
10 123.69 121.12 2.57 2.1% 0.67 0.5% 74% True False 766,026
20 123.69 121.12 2.57 2.1% 0.60 0.5% 74% True False 394,236
40 123.69 120.92 2.77 2.3% 0.53 0.4% 76% True False 198,497
60 124.97 120.92 4.05 3.3% 0.53 0.4% 52% False False 132,369
80 128.13 120.92 7.21 5.9% 0.45 0.4% 29% False False 99,308
100 129.76 120.92 8.84 7.2% 0.36 0.3% 24% False False 79,485
120 131.02 120.92 10.10 8.2% 0.30 0.2% 21% False False 66,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127.39
2.618 125.97
1.618 125.10
1.000 124.56
0.618 124.23
HIGH 123.69
0.618 123.36
0.500 123.26
0.382 123.15
LOW 122.82
0.618 122.28
1.000 121.95
1.618 121.41
2.618 120.54
4.250 119.12
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 123.26 122.91
PP 123.18 122.80
S1 123.10 122.70

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

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