Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 127.98 127.52 -0.46 -0.4% 128.89
High 128.02 127.60 -0.42 -0.3% 129.04
Low 127.20 127.21 0.01 0.0% 127.20
Close 127.36 127.26 -0.10 -0.1% 127.26
Range 0.82 0.39 -0.43 -52.4% 1.84
ATR 0.81 0.78 -0.03 -3.7% 0.00
Volume 11,127 2,201 -8,926 -80.2% 28,209
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 128.53 128.28 127.47
R3 128.14 127.89 127.37
R2 127.75 127.75 127.33
R1 127.50 127.50 127.30 127.43
PP 127.36 127.36 127.36 127.32
S1 127.11 127.11 127.22 127.04
S2 126.97 126.97 127.19
S3 126.58 126.72 127.15
S4 126.19 126.33 127.05
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.35 132.15 128.27
R3 131.51 130.31 127.77
R2 129.67 129.67 127.60
R1 128.47 128.47 127.43 128.15
PP 127.83 127.83 127.83 127.68
S1 126.63 126.63 127.09 126.31
S2 125.99 125.99 126.92
S3 124.15 124.79 126.75
S4 122.31 122.95 126.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.04 127.20 1.84 1.4% 0.66 0.5% 3% False False 5,641
10 131.05 127.20 3.85 3.0% 0.80 0.6% 2% False False 4,068
20 131.05 127.20 3.85 3.0% 0.71 0.6% 2% False False 2,612
40 132.49 127.20 5.29 4.2% 0.64 0.5% 1% False False 1,654
60 133.16 127.20 5.96 4.7% 0.65 0.5% 1% False False 1,272
80 133.16 126.99 6.17 4.8% 0.52 0.4% 4% False False 967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 129.26
2.618 128.62
1.618 128.23
1.000 127.99
0.618 127.84
HIGH 127.60
0.618 127.45
0.500 127.41
0.382 127.36
LOW 127.21
0.618 126.97
1.000 126.82
1.618 126.58
2.618 126.19
4.250 125.55
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 127.41 127.89
PP 127.36 127.68
S1 127.31 127.47

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

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