Euro Bund Future September 2011

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

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	122.06	121.59	-0.47	-0.4%	121.37
High	122.15	121.98	-0.17	-0.1%	122.15
Low	122.06	121.39	-0.67	-0.5%	120.90
Close	122.04	121.85	-0.19	-0.2%	122.04
Range	0.09	0.59	0.50	555.6%	1.25
ATR	0.34	0.37	0.02	6.4%	0.00
Volume	8	19	11	137.5%	242

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.51	123.27	122.17
R3	122.92	122.68	122.01
R2	122.33	122.33	121.96
R1	122.09	122.09	121.90	122.21
PP	121.74	121.74	121.74	121.80
S1	121.50	121.50	121.80	121.62
S2	121.15	121.15	121.74
S3	120.56	120.91	121.69
S4	119.97	120.32	121.53

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.45	124.99	122.73
R3	124.20	123.74	122.38
R2	122.95	122.95	122.27
R1	122.49	122.49	122.15	122.72
PP	121.70	121.70	121.70	121.81
S1	121.24	121.24	121.93	121.47
S2	120.45	120.45	121.81
S3	119.20	119.99	121.70
S4	117.95	118.74	121.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.15	120.90	1.25	1.0%	0.23	0.2%	76%	False	False	12
10	122.26	120.85	1.41	1.2%	0.25	0.2%	71%	False	False	87
20	122.61	120.85	1.76	1.4%	0.12	0.1%	57%	False	False	76

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	0.03
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124.49
2.618	123.52
1.618	122.93
1.000	122.57
0.618	122.34
HIGH	121.98
0.618	121.75
0.500	121.69
0.382	121.62
LOW	121.39
0.618	121.03
1.000	120.80
1.618	120.44
2.618	119.85
4.250	118.88

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	121.80	121.82
PP	121.74	121.80
S1	121.69	121.77

Download as Excel Spreadsheet

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

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