Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 122.83 123.57 0.74 0.6% 121.89
High 123.92 123.60 -0.32 -0.3% 122.63
Low 122.66 122.72 0.06 0.0% 121.32
Close 123.65 122.83 -0.82 -0.7% 122.36
Range 1.26 0.88 -0.38 -30.2% 1.31
ATR 0.72 0.73 0.02 2.1% 0.00
Volume 1,262,722 1,126,004 -136,718 -10.8% 4,363,938
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.69 125.14 123.31
R3 124.81 124.26 123.07
R2 123.93 123.93 122.99
R1 123.38 123.38 122.91 123.22
PP 123.05 123.05 123.05 122.97
S1 122.50 122.50 122.75 122.34
S2 122.17 122.17 122.67
S3 121.29 121.62 122.59
S4 120.41 120.74 122.35
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% 0.86 0.7% 51% False False 1,132,698
10 123.92 121.12 2.80 2.3% 0.70 0.6% 61% False False 983,249
20 123.92 121.12 2.80 2.3% 0.64 0.5% 61% False False 513,295
40 123.92 120.92 3.00 2.4% 0.56 0.5% 64% False False 258,191
60 124.97 120.92 4.05 3.3% 0.55 0.5% 47% False False 172,181
80 128.13 120.92 7.21 5.9% 0.47 0.4% 26% False False 129,163
100 129.76 120.92 8.84 7.2% 0.38 0.3% 22% False False 103,357
120 131.02 120.92 10.10 8.2% 0.31 0.3% 19% False False 86,157
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.34
2.618 125.90
1.618 125.02
1.000 124.48
0.618 124.14
HIGH 123.60
0.618 123.26
0.500 123.16
0.382 123.06
LOW 122.72
0.618 122.18
1.000 121.84
1.618 121.30
2.618 120.42
4.250 118.98
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 123.16 123.29
PP 123.05 123.14
S1 122.94 122.98

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

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