Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 128.21 127.98 -0.23 -0.2% 130.61
High 128.58 128.02 -0.56 -0.4% 131.05
Low 128.04 127.20 -0.84 -0.7% 129.13
Close 128.37 127.36 -1.01 -0.8% 129.43
Range 0.54 0.82 0.28 51.9% 1.92
ATR 0.78 0.81 0.03 3.6% 0.00
Volume 5,310 11,127 5,817 109.5% 12,479
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 129.99 129.49 127.81
R3 129.17 128.67 127.59
R2 128.35 128.35 127.51
R1 127.85 127.85 127.44 127.69
PP 127.53 127.53 127.53 127.45
S1 127.03 127.03 127.28 126.87
S2 126.71 126.71 127.21
S3 125.89 126.21 127.13
S4 125.07 125.39 126.91
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
5 130.69 127.20 3.49 2.7% 0.90 0.7% 5% False True 6,090
10 131.05 127.20 3.85 3.0% 0.85 0.7% 4% False True 3,977
20 131.05 127.20 3.85 3.0% 0.71 0.6% 4% False True 2,544
40 132.49 127.20 5.29 4.2% 0.65 0.5% 3% False True 1,613
60 133.16 127.20 5.96 4.7% 0.65 0.5% 3% False True 1,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.51
2.618 130.17
1.618 129.35
1.000 128.84
0.618 128.53
HIGH 128.02
0.618 127.71
0.500 127.61
0.382 127.51
LOW 127.20
0.618 126.69
1.000 126.38
1.618 125.87
2.618 125.05
4.250 123.72
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 127.61 128.02
PP 127.53 127.80
S1 127.44 127.58

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

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