Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 130.40 129.96 -0.44 -0.3% 130.99
High 130.40 129.96 -0.44 -0.3% 132.06
Low 129.83 129.21 -0.62 -0.5% 129.98
Close 130.09 129.32 -0.77 -0.6% 130.01
Range 0.57 0.75 0.18 31.6% 2.08
ATR 0.63 0.64 0.02 2.9% 0.00
Volume 542 386 -156 -28.8% 2,322
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 131.75 131.28 129.73
R3 131.00 130.53 129.53
R2 130.25 130.25 129.46
R1 129.78 129.78 129.39 129.64
PP 129.50 129.50 129.50 129.43
S1 129.03 129.03 129.25 128.89
S2 128.75 128.75 129.18
S3 128.00 128.28 129.11
S4 127.25 127.53 128.91
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 136.92 135.55 131.15
R3 134.84 133.47 130.58
R2 132.76 132.76 130.39
R1 131.39 131.39 130.20 131.04
PP 130.68 130.68 130.68 130.51
S1 129.31 129.31 129.82 128.96
S2 128.60 128.60 129.63
S3 126.52 127.23 129.44
S4 124.44 125.15 128.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.81 129.21 1.60 1.2% 0.64 0.5% 7% False True 362
10 132.06 129.21 2.85 2.2% 0.67 0.5% 4% False True 618
20 133.16 129.21 3.95 3.1% 0.53 0.4% 3% False True 458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.15
2.618 131.92
1.618 131.17
1.000 130.71
0.618 130.42
HIGH 129.96
0.618 129.67
0.500 129.59
0.382 129.50
LOW 129.21
0.618 128.75
1.000 128.46
1.618 128.00
2.618 127.25
4.250 126.02
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 129.59 129.98
PP 129.50 129.76
S1 129.41 129.54

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

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