Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 122.88 122.83 -0.05 0.0% 121.89
High 123.69 123.92 0.23 0.2% 122.63
Low 122.82 122.66 -0.16 -0.1% 121.32
Close 123.02 123.65 0.63 0.5% 122.36
Range 0.87 1.26 0.39 44.8% 1.31
ATR 0.67 0.72 0.04 6.2% 0.00
Volume 1,353,756 1,262,722 -91,034 -6.7% 4,363,938
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.19 126.68 124.34
R3 125.93 125.42 124.00
R2 124.67 124.67 123.88
R1 124.16 124.16 123.77 124.42
PP 123.41 123.41 123.41 123.54
S1 122.90 122.90 123.53 123.16
S2 122.15 122.15 123.42
S3 120.89 121.64 123.30
S4 119.63 120.38 122.96
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
5 123.92 121.70 2.22 1.8% 0.79 0.6% 88% True False 1,100,633
10 123.92 121.12 2.80 2.3% 0.71 0.6% 90% True False 870,649
20 123.92 121.12 2.80 2.3% 0.63 0.5% 90% True False 457,102
40 123.92 120.92 3.00 2.4% 0.55 0.4% 91% True False 230,065
60 124.97 120.92 4.05 3.3% 0.54 0.4% 67% False False 153,414
80 128.13 120.92 7.21 5.8% 0.46 0.4% 38% False False 115,089
100 129.76 120.92 8.84 7.1% 0.37 0.3% 31% False False 92,105
120 131.02 120.92 10.10 8.2% 0.31 0.2% 27% False False 76,774
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 0.08
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 129.28
2.618 127.22
1.618 125.96
1.000 125.18
0.618 124.70
HIGH 123.92
0.618 123.44
0.500 123.29
0.382 123.14
LOW 122.66
0.618 121.88
1.000 121.40
1.618 120.62
2.618 119.36
4.250 117.31
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 123.53 123.37
PP 123.41 123.09
S1 123.29 122.81

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

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