Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 124.91 124.77 -0.14 -0.1% 124.55
High 125.34 125.30 -0.04 0.0% 125.00
Low 124.67 124.76 0.09 0.1% 123.76
Close 125.30 125.17 -0.13 -0.1% 124.38
Range 0.67 0.54 -0.13 -19.4% 1.24
ATR 0.88 0.85 -0.02 -2.7% 0.00
Volume 459,842 315,773 -144,069 -31.3% 2,777,859
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.70 126.47 125.47
R3 126.16 125.93 125.32
R2 125.62 125.62 125.27
R1 125.39 125.39 125.22 125.51
PP 125.08 125.08 125.08 125.13
S1 124.85 124.85 125.12 124.97
S2 124.54 124.54 125.07
S3 124.00 124.31 125.02
S4 123.46 123.77 124.87
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.10 127.48 125.06
R3 126.86 126.24 124.72
R2 125.62 125.62 124.61
R1 125.00 125.00 124.49 124.69
PP 124.38 124.38 124.38 124.23
S1 123.76 123.76 124.27 123.45
S2 123.14 123.14 124.15
S3 121.90 122.52 124.04
S4 120.66 121.28 123.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.34 123.76 1.58 1.3% 0.63 0.5% 89% False False 477,955
10 125.34 123.76 1.58 1.3% 0.74 0.6% 89% False False 566,105
20 129.14 123.76 5.38 4.3% 0.85 0.7% 26% False False 377,427
40 131.05 123.76 7.29 5.8% 0.81 0.6% 19% False False 190,626
60 132.49 123.76 8.73 7.0% 0.72 0.6% 16% False False 127,327
80 132.49 123.76 8.73 7.0% 0.72 0.6% 16% False False 95,622
100 133.16 123.76 9.40 7.5% 0.61 0.5% 15% False False 76,509
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 0.15
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127.60
2.618 126.71
1.618 126.17
1.000 125.84
0.618 125.63
HIGH 125.30
0.618 125.09
0.500 125.03
0.382 124.97
LOW 124.76
0.618 124.43
1.000 124.22
1.618 123.89
2.618 123.35
4.250 122.47
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 125.12 125.04
PP 125.08 124.90
S1 125.03 124.77

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

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