Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 122.78 122.50 -0.28 -0.2% 122.39
High 123.21 122.55 -0.66 -0.5% 123.92
Low 122.53 122.09 -0.44 -0.4% 121.70
Close 122.63 122.17 -0.46 -0.4% 122.63
Range 0.68 0.46 -0.22 -32.4% 2.22
ATR 0.73 0.71 -0.01 -1.8% 0.00
Volume 881,712 702,622 -179,090 -20.3% 5,591,616
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.65 123.37 122.42
R3 123.19 122.91 122.30
R2 122.73 122.73 122.25
R1 122.45 122.45 122.21 122.36
PP 122.27 122.27 122.27 122.23
S1 121.99 121.99 122.13 121.90
S2 121.81 121.81 122.09
S3 121.35 121.53 122.04
S4 120.89 121.07 121.92
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 129.41 128.24 123.85
R3 127.19 126.02 123.24
R2 124.97 124.97 123.04
R1 123.80 123.80 122.83 124.39
PP 122.75 122.75 122.75 123.04
S1 121.58 121.58 122.43 122.17
S2 120.53 120.53 122.22
S3 118.31 119.36 122.02
S4 116.09 117.14 121.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.92 122.09 1.83 1.5% 0.83 0.7% 4% False True 1,065,363
10 123.92 121.41 2.51 2.1% 0.68 0.6% 30% False False 963,475
20 123.92 121.12 2.80 2.3% 0.63 0.5% 38% False False 591,426
40 123.92 120.92 3.00 2.5% 0.57 0.5% 42% False False 297,712
60 124.97 120.92 4.05 3.3% 0.56 0.5% 31% False False 198,586
80 127.27 120.92 6.35 5.2% 0.49 0.4% 20% False False 148,964
100 129.76 120.92 8.84 7.2% 0.39 0.3% 14% False False 119,192
120 131.02 120.92 10.10 8.3% 0.32 0.3% 12% False False 99,357
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.51
2.618 123.75
1.618 123.29
1.000 123.01
0.618 122.83
HIGH 122.55
0.618 122.37
0.500 122.32
0.382 122.27
LOW 122.09
0.618 121.81
1.000 121.63
1.618 121.35
2.618 120.89
4.250 120.14
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 122.32 122.85
PP 122.27 122.62
S1 122.22 122.40

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

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