Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	122.47	122.50	0.03	0.0%	122.45
High	123.01	122.88	-0.13	-0.1%	123.12
Low	122.46	122.42	-0.04	0.0%	122.29
Close	122.78	122.67	-0.11	-0.1%	122.78
Range	0.55	0.46	-0.09	-16.4%	0.83
ATR	0.69	0.67	-0.02	-2.4%	0.00
Volume	785,157	649,907	-135,250	-17.2%	3,950,043

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.04	123.81	122.92
R3	123.58	123.35	122.80
R2	123.12	123.12	122.75
R1	122.89	122.89	122.71	123.01
PP	122.66	122.66	122.66	122.71
S1	122.43	122.43	122.63	122.55
S2	122.20	122.20	122.59
S3	121.74	121.97	122.54
S4	121.28	121.51	122.42

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.22	124.83	123.24
R3	124.39	124.00	123.01
R2	123.56	123.56	122.93
R1	123.17	123.17	122.86	123.37
PP	122.73	122.73	122.73	122.83
S1	122.34	122.34	122.70	122.54
S2	121.90	121.90	122.63
S3	121.07	121.51	122.55
S4	120.24	120.68	122.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.12	122.29	0.83	0.7%	0.57	0.5%	46%	False	False	806,985
10	123.51	122.29	1.22	1.0%	0.59	0.5%	31%	False	False	830,856
20	124.75	122.29	2.46	2.0%	0.61	0.5%	15%	False	False	752,078
40	126.52	122.29	4.23	3.4%	0.70	0.6%	9%	False	False	666,253
60	129.14	122.29	6.85	5.6%	0.76	0.6%	6%	False	False	540,731
80	131.05	122.29	8.76	7.1%	0.74	0.6%	4%	False	False	406,064
100	132.49	122.29	10.20	8.3%	0.72	0.6%	4%	False	False	324,976
120	133.16	122.29	10.87	8.9%	0.70	0.6%	3%	False	False	270,892

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	124.84
2.618	124.08
1.618	123.62
1.000	123.34
0.618	123.16
HIGH	122.88
0.618	122.70
0.500	122.65
0.382	122.60
LOW	122.42
0.618	122.14
1.000	121.96
1.618	121.68
2.618	121.22
4.250	120.47

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	122.66	122.66
PP	122.66	122.66
S1	122.65	122.65

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols