Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 121.88 121.75 -0.13 -0.1% 121.85
High 121.88 121.75 -0.13 -0.1% 122.61
Low 121.88 120.85 -1.03 -0.8% 121.85
Close 122.01 121.02 -0.99 -0.8% 122.52
Range 0.00 0.90 0.90 0.76
ATR 0.27 0.33 0.06 23.9% 0.00
Volume 1 501 500 50,000.0% 381
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.91 123.36 121.52
R3 123.01 122.46 121.27
R2 122.11 122.11 121.19
R1 121.56 121.56 121.10 121.39
PP 121.21 121.21 121.21 121.12
S1 120.66 120.66 120.94 120.49
S2 120.31 120.31 120.86
S3 119.41 119.76 120.77
S4 118.51 118.86 120.53
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.61 124.32 122.94
R3 123.85 123.56 122.73
R2 123.09 123.09 122.66
R1 122.80 122.80 122.59 122.95
PP 122.33 122.33 122.33 122.40
S1 122.04 122.04 122.45 122.19
S2 121.57 121.57 122.38
S3 120.81 121.28 122.31
S4 120.05 120.52 122.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.52 120.85 1.67 1.4% 0.18 0.1% 10% False True 175
10 122.61 120.85 1.76 1.5% 0.09 0.1% 10% False True 112
20 122.61 120.58 2.03 1.7% 0.05 0.0% 22% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 125.58
2.618 124.11
1.618 123.21
1.000 122.65
0.618 122.31
HIGH 121.75
0.618 121.41
0.500 121.30
0.382 121.19
LOW 120.85
0.618 120.29
1.000 119.95
1.618 119.39
2.618 118.49
4.250 117.03
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 121.30 121.56
PP 121.21 121.38
S1 121.11 121.20

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

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