Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 130.61 130.76 0.15 0.1% 129.30
High 130.86 131.05 0.19 0.1% 130.98
Low 130.40 129.97 -0.43 -0.3% 129.30
Close 130.62 130.47 -0.15 -0.1% 130.35
Range 0.46 1.08 0.62 134.8% 1.68
ATR 0.66 0.69 0.03 4.5% 0.00
Volume 635 761 126 19.8% 8,390
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.74 133.18 131.06
R3 132.66 132.10 130.77
R2 131.58 131.58 130.67
R1 131.02 131.02 130.57 130.76
PP 130.50 130.50 130.50 130.37
S1 129.94 129.94 130.37 129.68
S2 129.42 129.42 130.27
S3 128.34 128.86 130.17
S4 127.26 127.78 129.88
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.25 134.48 131.27
R3 133.57 132.80 130.81
R2 131.89 131.89 130.66
R1 131.12 131.12 130.50 131.51
PP 130.21 130.21 130.21 130.40
S1 129.44 129.44 130.20 129.83
S2 128.53 128.53 130.04
S3 126.85 127.76 129.89
S4 125.17 126.08 129.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.05 129.47 1.58 1.2% 0.84 0.6% 63% True False 1,311
10 131.05 128.53 2.52 1.9% 0.71 0.5% 77% True False 1,205
20 131.91 128.53 3.38 2.6% 0.60 0.5% 57% False False 983
40 132.49 128.53 3.96 3.0% 0.63 0.5% 49% False False 734
60 133.16 128.53 4.63 3.5% 0.57 0.4% 42% False False 629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.64
2.618 133.88
1.618 132.80
1.000 132.13
0.618 131.72
HIGH 131.05
0.618 130.64
0.500 130.51
0.382 130.38
LOW 129.97
0.618 129.30
1.000 128.89
1.618 128.22
2.618 127.14
4.250 125.38
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 130.51 130.51
PP 130.50 130.50
S1 130.48 130.48

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

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