Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 130.02 130.25 0.23 0.2% 129.92
High 130.33 130.81 0.48 0.4% 130.02
Low 129.85 129.47 -0.38 -0.3% 128.53
Close 130.31 130.52 0.21 0.2% 129.25
Range 0.48 1.34 0.86 179.2% 1.49
ATR 0.61 0.66 0.05 8.6% 0.00
Volume 1,694 2,181 487 28.7% 3,170
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.29 133.74 131.26
R3 132.95 132.40 130.89
R2 131.61 131.61 130.77
R1 131.06 131.06 130.64 131.34
PP 130.27 130.27 130.27 130.40
S1 129.72 129.72 130.40 130.00
S2 128.93 128.93 130.27
S3 127.59 128.38 130.15
S4 126.25 127.04 129.78
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.74 132.98 130.07
R3 132.25 131.49 129.66
R2 130.76 130.76 129.52
R1 130.00 130.00 129.39 129.64
PP 129.27 129.27 129.27 129.08
S1 128.51 128.51 129.11 128.15
S2 127.78 127.78 128.98
S3 126.29 127.02 128.84
S4 124.80 125.53 128.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.81 128.84 1.97 1.5% 0.70 0.5% 85% True False 1,486
10 130.81 128.53 2.28 1.7% 0.57 0.4% 87% True False 1,111
20 132.49 128.53 3.96 3.0% 0.56 0.4% 50% False False 926
40 132.49 128.53 3.96 3.0% 0.61 0.5% 50% False False 689
60 133.16 128.53 4.63 3.5% 0.54 0.4% 43% False False 584
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 0.10
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 136.51
2.618 134.32
1.618 132.98
1.000 132.15
0.618 131.64
HIGH 130.81
0.618 130.30
0.500 130.14
0.382 129.98
LOW 129.47
0.618 128.64
1.000 128.13
1.618 127.30
2.618 125.96
4.250 123.78
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 130.39 130.39
PP 130.27 130.27
S1 130.14 130.14

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

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