Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	124.30	124.40	0.10	0.1%	123.95
High	124.39	124.52	0.13	0.1%	124.60
Low	123.98	123.96	-0.02	0.0%	123.89
Close	124.32	124.12	-0.20	-0.2%	124.32
Range	0.41	0.56	0.15	36.6%	0.71
ATR	0.67	0.67	-0.01	-1.2%	0.00
Volume	675,569	752,084	76,515	11.3%	3,254,912

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.88	125.56	124.43
R3	125.32	125.00	124.27
R2	124.76	124.76	124.22
R1	124.44	124.44	124.17	124.32
PP	124.20	124.20	124.20	124.14
S1	123.88	123.88	124.07	123.76
S2	123.64	123.64	124.02
S3	123.08	123.32	123.97
S4	122.52	122.76	123.81

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.40	126.07	124.71
R3	125.69	125.36	124.52
R2	124.98	124.98	124.45
R1	124.65	124.65	124.39	124.82
PP	124.27	124.27	124.27	124.35
S1	123.94	123.94	124.25	124.11
S2	123.56	123.56	124.19
S3	122.85	123.23	124.12
S4	122.14	122.52	123.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.60	123.89	0.71	0.6%	0.47	0.4%	32%	False	False	801,399
10	124.60	122.34	2.26	1.8%	0.57	0.5%	79%	False	False	742,119
20	124.60	122.29	2.31	1.9%	0.58	0.5%	79%	False	False	790,178
40	126.52	122.29	4.23	3.4%	0.67	0.5%	43%	False	False	763,683
60	127.68	122.29	5.39	4.3%	0.71	0.6%	34%	False	False	649,994
80	131.05	122.29	8.76	7.1%	0.75	0.6%	21%	False	False	490,595
100	132.49	122.29	10.20	8.2%	0.70	0.6%	18%	False	False	392,636
120	132.49	122.29	10.20	8.2%	0.71	0.6%	18%	False	False	327,271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126.90
2.618	125.99
1.618	125.43
1.000	125.08
0.618	124.87
HIGH	124.52
0.618	124.31
0.500	124.24
0.382	124.17
LOW	123.96
0.618	123.61
1.000	123.40
1.618	123.05
2.618	122.49
4.250	121.58

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	124.24	124.28
PP	124.20	124.23
S1	124.16	124.17

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