Euro Bund Future September 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 122.62 123.00 0.38 0.3% 121.37
High 123.50 123.04 -0.46 -0.4% 122.15
Low 122.59 122.50 -0.09 -0.1% 120.90
Close 123.29 122.47 -0.82 -0.7% 122.04
Range 0.91 0.54 -0.37 -40.7% 1.25
ATR 0.46 0.48 0.02 5.1% 0.00
Volume 274 29 -245 -89.4% 242
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.29 123.92 122.77
R3 123.75 123.38 122.62
R2 123.21 123.21 122.57
R1 122.84 122.84 122.52 122.76
PP 122.67 122.67 122.67 122.63
S1 122.30 122.30 122.42 122.22
S2 122.13 122.13 122.37
S3 121.59 121.76 122.32
S4 121.05 121.22 122.17
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.45 124.99 122.73
R3 124.20 123.74 122.38
R2 122.95 122.95 122.27
R1 122.49 122.49 122.15 122.72
PP 121.70 121.70 121.70 121.81
S1 121.24 121.24 121.93 121.47
S2 120.45 120.45 121.81
S3 119.20 119.99 121.70
S4 117.95 118.74 121.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.50 121.39 2.11 1.7% 0.61 0.5% 51% False False 173
10 123.50 120.90 2.60 2.1% 0.39 0.3% 60% False False 110
20 123.50 120.85 2.65 2.2% 0.24 0.2% 61% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.34
2.618 124.45
1.618 123.91
1.000 123.58
0.618 123.37
HIGH 123.04
0.618 122.83
0.500 122.77
0.382 122.71
LOW 122.50
0.618 122.17
1.000 121.96
1.618 121.63
2.618 121.09
4.250 120.21
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 122.77 122.83
PP 122.67 122.71
S1 122.57 122.59

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

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