Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 122.14 122.48 0.34 0.3% 122.39
High 122.56 122.74 0.18 0.1% 123.92
Low 122.05 122.01 -0.04 0.0% 121.70
Close 122.30 122.20 -0.10 -0.1% 122.63
Range 0.51 0.73 0.22 43.1% 2.22
ATR 0.68 0.69 0.00 0.5% 0.00
Volume 1,118,502 860,755 -257,747 -23.0% 5,591,616
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.51 124.08 122.60
R3 123.78 123.35 122.40
R2 123.05 123.05 122.33
R1 122.62 122.62 122.27 122.47
PP 122.32 122.32 122.32 122.24
S1 121.89 121.89 122.13 121.74
S2 121.59 121.59 122.07
S3 120.86 121.16 122.00
S4 120.13 120.43 121.80
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 129.41 128.24 123.85
R3 127.19 126.02 123.24
R2 124.97 124.97 123.04
R1 123.80 123.80 122.83 124.39
PP 122.75 122.75 122.75 123.04
S1 121.58 121.58 122.43 122.17
S2 120.53 120.53 122.22
S3 118.31 119.36 122.02
S4 116.09 117.14 121.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.21 121.79 1.42 1.2% 0.57 0.5% 29% False False 889,055
10 123.92 121.70 2.22 1.8% 0.71 0.6% 23% False False 1,010,877
20 123.92 121.12 2.80 2.3% 0.66 0.5% 39% False False 732,407
40 123.92 120.92 3.00 2.5% 0.57 0.5% 43% False False 369,207
60 124.97 120.92 4.05 3.3% 0.56 0.5% 32% False False 246,268
80 127.27 120.92 6.35 5.2% 0.51 0.4% 20% False False 184,724
100 129.76 120.92 8.84 7.2% 0.41 0.3% 14% False False 147,799
120 131.02 120.92 10.10 8.3% 0.34 0.3% 13% False False 123,198
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.84
2.618 124.65
1.618 123.92
1.000 123.47
0.618 123.19
HIGH 122.74
0.618 122.46
0.500 122.38
0.382 122.29
LOW 122.01
0.618 121.56
1.000 121.28
1.618 120.83
2.618 120.10
4.250 118.91
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 122.38 122.27
PP 122.32 122.24
S1 122.26 122.22

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

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