Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 127.65 126.67 -0.98 -0.8% 127.10
High 127.68 126.71 -0.97 -0.8% 129.14
Low 126.38 125.95 -0.43 -0.3% 126.99
Close 126.77 126.17 -0.60 -0.5% 127.17
Range 1.30 0.76 -0.54 -41.5% 2.15
ATR 0.92 0.91 -0.01 -0.8% 0.00
Volume 164,405 172,115 7,710 4.7% 72,162
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.56 128.12 126.59
R3 127.80 127.36 126.38
R2 127.04 127.04 126.31
R1 126.60 126.60 126.24 126.44
PP 126.28 126.28 126.28 126.20
S1 125.84 125.84 126.10 125.68
S2 125.52 125.52 126.03
S3 124.76 125.08 125.96
S4 124.00 124.32 125.75
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
5 127.89 125.95 1.94 1.5% 0.92 0.7% 11% False True 96,724
10 129.14 125.95 3.19 2.5% 0.94 0.7% 7% False True 54,087
20 131.05 125.95 5.10 4.0% 0.89 0.7% 4% False True 29,032
40 132.49 125.95 6.54 5.2% 0.73 0.6% 3% False True 14,979
60 132.49 125.95 6.54 5.2% 0.71 0.6% 3% False True 10,137
80 133.16 125.95 7.21 5.7% 0.63 0.5% 3% False True 7,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129.94
2.618 128.70
1.618 127.94
1.000 127.47
0.618 127.18
HIGH 126.71
0.618 126.42
0.500 126.33
0.382 126.24
LOW 125.95
0.618 125.48
1.000 125.19
1.618 124.72
2.618 123.96
4.250 122.72
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 126.33 126.91
PP 126.28 126.66
S1 126.22 126.42

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

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