Euro Bund Future September 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 122.75 122.15 -0.60 -0.5% 121.59
High 122.77 122.16 -0.61 -0.5% 123.50
Low 122.29 121.80 -0.49 -0.4% 121.39
Close 122.27 121.80 -0.47 -0.4% 122.27
Range 0.48 0.36 -0.12 -25.0% 2.11
ATR 0.48 0.48 0.00 -0.2% 0.00
Volume 18 65 47 261.1% 878
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.00 122.76 122.00
R3 122.64 122.40 121.90
R2 122.28 122.28 121.87
R1 122.04 122.04 121.83 121.98
PP 121.92 121.92 121.92 121.89
S1 121.68 121.68 121.77 121.62
S2 121.56 121.56 121.73
S3 121.20 121.32 121.70
S4 120.84 120.96 121.60
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 128.72 127.60 123.43
R3 126.61 125.49 122.85
R2 124.50 124.50 122.66
R1 123.38 123.38 122.46 123.94
PP 122.39 122.39 122.39 122.67
S1 121.27 121.27 122.08 121.83
S2 120.28 120.28 121.88
S3 118.17 119.16 121.69
S4 116.06 117.05 121.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.50 121.80 1.70 1.4% 0.64 0.5% 0% False True 184
10 123.50 120.90 2.60 2.1% 0.43 0.4% 35% False False 98
20 123.50 120.85 2.65 2.2% 0.28 0.2% 36% False False 112
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 0.04
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123.69
2.618 123.10
1.618 122.74
1.000 122.52
0.618 122.38
HIGH 122.16
0.618 122.02
0.500 121.98
0.382 121.94
LOW 121.80
0.618 121.58
1.000 121.44
1.618 121.22
2.618 120.86
4.250 120.27
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 121.98 122.42
PP 121.92 122.21
S1 121.86 122.01

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

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