Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 127.06 127.65 0.59 0.5% 127.10
High 127.86 127.68 -0.18 -0.1% 129.14
Low 127.02 126.38 -0.64 -0.5% 126.99
Close 127.84 126.77 -1.07 -0.8% 127.17
Range 0.84 1.30 0.46 54.8% 2.15
ATR 0.88 0.92 0.04 4.8% 0.00
Volume 86,575 164,405 77,830 89.9% 72,162
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 130.84 130.11 127.49
R3 129.54 128.81 127.13
R2 128.24 128.24 127.01
R1 127.51 127.51 126.89 127.23
PP 126.94 126.94 126.94 126.80
S1 126.21 126.21 126.65 125.93
S2 125.64 125.64 126.53
S3 124.34 124.91 126.41
S4 123.04 123.61 126.06
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.22 132.84 128.35
R3 132.07 130.69 127.76
R2 129.92 129.92 127.56
R1 128.54 128.54 127.37 129.23
PP 127.77 127.77 127.77 128.11
S1 126.39 126.39 126.97 127.08
S2 125.62 125.62 126.78
S3 123.47 124.24 126.58
S4 121.32 122.09 125.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.89 126.38 1.51 1.2% 0.90 0.7% 26% False True 63,966
10 129.14 126.38 2.76 2.2% 0.94 0.7% 14% False True 37,988
20 131.05 126.38 4.67 3.7% 0.92 0.7% 8% False True 20,535
40 132.49 126.38 6.11 4.8% 0.72 0.6% 6% False True 10,681
60 132.49 126.38 6.11 4.8% 0.71 0.6% 6% False True 7,285
80 133.16 126.38 6.78 5.3% 0.62 0.5% 6% False True 5,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133.21
2.618 131.08
1.618 129.78
1.000 128.98
0.618 128.48
HIGH 127.68
0.618 127.18
0.500 127.03
0.382 126.88
LOW 126.38
0.618 125.58
1.000 125.08
1.618 124.28
2.618 122.98
4.250 120.86
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 127.03 127.12
PP 126.94 127.00
S1 126.86 126.89

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

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