Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 130.64 128.89 -1.75 -1.3% 130.61
High 130.69 129.04 -1.65 -1.3% 131.05
Low 129.13 128.32 -0.81 -0.6% 129.13
Close 129.43 128.85 -0.58 -0.4% 129.43
Range 1.56 0.72 -0.84 -53.8% 1.92
ATR 0.77 0.79 0.02 3.2% 0.00
Volume 4,445 2,991 -1,454 -32.7% 12,479
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.90 130.59 129.25
R3 130.18 129.87 129.05
R2 129.46 129.46 128.98
R1 129.15 129.15 128.92 128.95
PP 128.74 128.74 128.74 128.63
S1 128.43 128.43 128.78 128.23
S2 128.02 128.02 128.72
S3 127.30 127.71 128.65
S4 126.58 126.99 128.45
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.63 134.45 130.49
R3 133.71 132.53 129.96
R2 131.79 131.79 129.78
R1 130.61 130.61 129.61 130.24
PP 129.87 129.87 129.87 129.69
S1 128.69 128.69 129.25 128.32
S2 127.95 127.95 129.08
S3 126.03 126.77 128.90
S4 124.11 124.85 128.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.05 128.32 2.73 2.1% 0.99 0.8% 19% False True 2,967
10 131.05 128.32 2.73 2.1% 0.84 0.7% 19% False True 2,262
20 131.05 128.32 2.73 2.1% 0.69 0.5% 19% False True 1,565
40 132.49 128.32 4.17 3.2% 0.65 0.5% 13% False True 1,056
60 133.16 128.32 4.84 3.8% 0.64 0.5% 11% False True 861
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.10
2.618 130.92
1.618 130.20
1.000 129.76
0.618 129.48
HIGH 129.04
0.618 128.76
0.500 128.68
0.382 128.60
LOW 128.32
0.618 127.88
1.000 127.60
1.618 127.16
2.618 126.44
4.250 125.26
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 128.79 129.51
PP 128.74 129.29
S1 128.68 129.07

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

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