Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 129.96 129.30 -0.66 -0.5% 129.94
High 129.96 130.08 0.12 0.1% 130.75
Low 129.21 129.07 -0.14 -0.1% 129.07
Close 129.32 129.73 0.41 0.3% 129.73
Range 0.75 1.01 0.26 34.7% 1.68
ATR 0.64 0.67 0.03 4.0% 0.00
Volume 386 227 -159 -41.2% 1,333
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 132.66 132.20 130.29
R3 131.65 131.19 130.01
R2 130.64 130.64 129.92
R1 130.18 130.18 129.82 130.41
PP 129.63 129.63 129.63 129.74
S1 129.17 129.17 129.64 129.40
S2 128.62 128.62 129.54
S3 127.61 128.16 129.45
S4 126.60 127.15 129.17
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.89 133.99 130.65
R3 133.21 132.31 130.19
R2 131.53 131.53 130.04
R1 130.63 130.63 129.88 130.24
PP 129.85 129.85 129.85 129.66
S1 128.95 128.95 129.58 128.56
S2 128.17 128.17 129.42
S3 126.49 127.27 129.27
S4 124.81 125.59 128.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.75 129.07 1.68 1.3% 0.68 0.5% 39% False True 266
10 132.06 129.07 2.99 2.3% 0.70 0.5% 22% False True 365
20 133.16 129.07 4.09 3.2% 0.58 0.4% 16% False True 469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 134.37
2.618 132.72
1.618 131.71
1.000 131.09
0.618 130.70
HIGH 130.08
0.618 129.69
0.500 129.58
0.382 129.46
LOW 129.07
0.618 128.45
1.000 128.06
1.618 127.44
2.618 126.43
4.250 124.78
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 129.68 129.74
PP 129.63 129.73
S1 129.58 129.73

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

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