Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 125.91 126.30 0.39 0.3% 125.34
High 126.38 126.46 0.08 0.1% 126.52
Low 125.31 125.98 0.67 0.5% 125.07
Close 126.13 126.28 0.15 0.1% 126.13
Range 1.07 0.48 -0.59 -55.1% 1.45
ATR 0.87 0.85 -0.03 -3.2% 0.00
Volume 814,740 634,735 -180,005 -22.1% 3,789,594
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 127.68 127.46 126.54
R3 127.20 126.98 126.41
R2 126.72 126.72 126.37
R1 126.50 126.50 126.32 126.37
PP 126.24 126.24 126.24 126.18
S1 126.02 126.02 126.24 125.89
S2 125.76 125.76 126.19
S3 125.28 125.54 126.15
S4 124.80 125.06 126.02
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 130.26 129.64 126.93
R3 128.81 128.19 126.53
R2 127.36 127.36 126.40
R1 126.74 126.74 126.26 127.05
PP 125.91 125.91 125.91 126.06
S1 125.29 125.29 126.00 125.60
S2 124.46 124.46 125.86
S3 123.01 123.84 125.73
S4 121.56 122.39 125.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.52 125.07 1.45 1.1% 0.89 0.7% 83% False False 819,444
10 126.52 124.36 2.16 1.7% 0.84 0.7% 89% False False 520,854
20 126.52 123.76 2.76 2.2% 0.77 0.6% 91% False False 493,016
40 130.69 123.76 6.93 5.5% 0.84 0.7% 36% False False 334,567
60 131.42 123.76 7.66 6.1% 0.77 0.6% 33% False False 223,473
80 132.49 123.76 8.73 6.9% 0.73 0.6% 29% False False 167,722
100 133.16 123.76 9.40 7.4% 0.69 0.5% 27% False False 134,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 128.50
2.618 127.72
1.618 127.24
1.000 126.94
0.618 126.76
HIGH 126.46
0.618 126.28
0.500 126.22
0.382 126.16
LOW 125.98
0.618 125.68
1.000 125.50
1.618 125.20
2.618 124.72
4.250 123.94
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 126.26 126.11
PP 126.24 125.94
S1 126.22 125.77

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

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