Euro Bund Future March 2011


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Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 125.34 125.89 0.55 0.4% 125.20
High 125.99 126.18 0.19 0.2% 125.60
Low 125.26 125.49 0.23 0.2% 124.36
Close 125.73 126.11 0.38 0.3% 125.31
Range 0.73 0.69 -0.04 -5.5% 1.24
ATR 0.83 0.82 -0.01 -1.2% 0.00
Volume 327,105 626,497 299,392 91.5% 784,217
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 128.00 127.74 126.49
R3 127.31 127.05 126.30
R2 126.62 126.62 126.24
R1 126.36 126.36 126.17 126.49
PP 125.93 125.93 125.93 125.99
S1 125.67 125.67 126.05 125.80
S2 125.24 125.24 125.98
S3 124.55 124.98 125.92
S4 123.86 124.29 125.73
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.81 128.30 125.99
R3 127.57 127.06 125.65
R2 126.33 126.33 125.54
R1 125.82 125.82 125.42 126.08
PP 125.09 125.09 125.09 125.22
S1 124.58 124.58 125.20 124.84
S2 123.85 123.85 125.08
S3 122.61 123.34 124.97
S4 121.37 122.10 124.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.18 124.42 1.76 1.4% 0.76 0.6% 96% True False 318,348
10 126.18 124.36 1.82 1.4% 0.71 0.6% 96% True False 308,120
20 126.24 123.76 2.48 2.0% 0.75 0.6% 95% False False 450,349
40 131.05 123.76 7.29 5.8% 0.82 0.7% 32% False False 248,000
60 132.49 123.76 8.73 6.9% 0.74 0.6% 27% False False 165,646
80 132.49 123.76 8.73 6.9% 0.72 0.6% 27% False False 124,352
100 133.16 123.76 9.40 7.5% 0.66 0.5% 25% False False 99,563
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.11
2.618 127.99
1.618 127.30
1.000 126.87
0.618 126.61
HIGH 126.18
0.618 125.92
0.500 125.84
0.382 125.75
LOW 125.49
0.618 125.06
1.000 124.80
1.618 124.37
2.618 123.68
4.250 122.56
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 126.02 125.96
PP 125.93 125.80
S1 125.84 125.65

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

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