Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 125.06 124.58 -0.48 -0.4% 124.91
High 125.46 125.39 -0.07 -0.1% 125.68
Low 124.42 124.52 0.10 0.1% 124.67
Close 125.19 124.77 -0.42 -0.3% 125.15
Range 1.04 0.87 -0.17 -16.3% 1.01
ATR 0.84 0.84 0.00 0.3% 0.00
Volume 150,726 216,201 65,475 43.4% 1,343,384
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.50 127.01 125.25
R3 126.63 126.14 125.01
R2 125.76 125.76 124.93
R1 125.27 125.27 124.85 125.52
PP 124.89 124.89 124.89 125.02
S1 124.40 124.40 124.69 124.65
S2 124.02 124.02 124.61
S3 123.15 123.53 124.53
S4 122.28 122.66 124.29
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.20 127.68 125.71
R3 127.19 126.67 125.43
R2 126.18 126.18 125.34
R1 125.66 125.66 125.24 125.92
PP 125.17 125.17 125.17 125.30
S1 124.65 124.65 125.06 124.91
S2 124.16 124.16 124.96
S3 123.15 123.64 124.87
S4 122.14 122.63 124.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.68 124.36 1.32 1.1% 0.80 0.6% 31% False False 216,154
10 125.68 123.76 1.92 1.5% 0.72 0.6% 53% False False 347,054
20 127.68 123.76 3.92 3.1% 0.80 0.6% 26% False False 422,617
40 131.05 123.76 7.29 5.8% 0.84 0.7% 14% False False 217,508
60 132.49 123.76 8.73 7.0% 0.73 0.6% 12% False False 145,271
80 132.49 123.76 8.73 7.0% 0.73 0.6% 12% False False 109,065
100 133.16 123.76 9.40 7.5% 0.64 0.5% 11% False False 87,315
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.09
2.618 127.67
1.618 126.80
1.000 126.26
0.618 125.93
HIGH 125.39
0.618 125.06
0.500 124.96
0.382 124.85
LOW 124.52
0.618 123.98
1.000 123.65
1.618 123.11
2.618 122.24
4.250 120.82
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 124.96 124.91
PP 124.89 124.86
S1 124.83 124.82

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

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