Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 123.70 123.55 -0.15 -0.1% 124.75
High 123.86 124.04 0.18 0.1% 124.75
Low 123.37 123.50 0.13 0.1% 123.37
Close 123.76 123.92 0.16 0.1% 123.76
Range 0.49 0.54 0.05 10.2% 1.38
ATR 0.82 0.80 -0.02 -2.5% 0.00
Volume 0 695,257 695,257 1,764,661
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 125.44 125.22 124.22
R3 124.90 124.68 124.07
R2 124.36 124.36 124.02
R1 124.14 124.14 123.97 124.25
PP 123.82 123.82 123.82 123.88
S1 123.60 123.60 123.87 123.71
S2 123.28 123.28 123.82
S3 122.74 123.06 123.77
S4 122.20 122.52 123.62
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 128.10 127.31 124.52
R3 126.72 125.93 124.14
R2 125.34 125.34 124.01
R1 124.55 124.55 123.89 124.26
PP 123.96 123.96 123.96 123.81
S1 123.17 123.17 123.63 122.88
S2 122.58 122.58 123.51
S3 121.20 121.79 123.38
S4 119.82 120.41 123.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.75 123.37 1.38 1.1% 0.67 0.5% 40% False False 491,983
10 126.47 123.37 3.10 2.5% 0.74 0.6% 18% False False 713,357
20 126.52 123.37 3.15 2.5% 0.80 0.6% 17% False False 596,778
40 127.89 123.37 4.52 3.6% 0.79 0.6% 12% False False 495,053
60 131.05 123.37 7.68 6.2% 0.80 0.6% 7% False False 331,639
80 132.49 123.37 9.12 7.4% 0.74 0.6% 6% False False 248,927
100 132.49 123.37 9.12 7.4% 0.73 0.6% 6% False False 199,249
120 133.16 123.37 9.79 7.9% 0.64 0.5% 6% False False 166,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.34
2.618 125.45
1.618 124.91
1.000 124.58
0.618 124.37
HIGH 124.04
0.618 123.83
0.500 123.77
0.382 123.71
LOW 123.50
0.618 123.17
1.000 122.96
1.618 122.63
2.618 122.09
4.250 121.21
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 123.87 123.94
PP 123.82 123.93
S1 123.77 123.93

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

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