Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 131.57 131.61 0.04 0.0% 130.91
High 131.57 132.07 0.50 0.4% 132.25
Low 130.98 131.61 0.63 0.5% 130.87
Close 131.48 131.90 0.42 0.3% 131.48
Range 0.59 0.46 -0.13 -22.0% 1.38
ATR 0.73 0.72 -0.01 -1.4% 0.00
Volume 597 249 -348 -58.3% 3,610
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.24 133.03 132.15
R3 132.78 132.57 132.03
R2 132.32 132.32 131.98
R1 132.11 132.11 131.94 132.22
PP 131.86 131.86 131.86 131.91
S1 131.65 131.65 131.86 131.76
S2 131.40 131.40 131.82
S3 130.94 131.19 131.77
S4 130.48 130.73 131.65
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 135.67 134.96 132.24
R3 134.29 133.58 131.86
R2 132.91 132.91 131.73
R1 132.20 132.20 131.61 132.56
PP 131.53 131.53 131.53 131.71
S1 130.82 130.82 131.35 131.18
S2 130.15 130.15 131.23
S3 128.77 129.44 131.10
S4 127.39 128.06 130.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.25 130.98 1.27 1.0% 0.63 0.5% 72% False False 763
10 132.25 129.36 2.89 2.2% 0.71 0.5% 88% False False 518
20 132.25 129.07 3.18 2.4% 0.71 0.5% 89% False False 430
40 133.16 128.64 4.52 3.4% 0.50 0.4% 72% False False 369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 134.03
2.618 133.27
1.618 132.81
1.000 132.53
0.618 132.35
HIGH 132.07
0.618 131.89
0.500 131.84
0.382 131.79
LOW 131.61
0.618 131.33
1.000 131.15
1.618 130.87
2.618 130.41
4.250 129.66
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 131.88 131.81
PP 131.86 131.71
S1 131.84 131.62

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

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