Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 122.15 122.62 0.47 0.4% 121.37
High 123.05 123.50 0.45 0.4% 122.15
Low 122.15 122.59 0.44 0.4% 120.90
Close 122.66 123.29 0.63 0.5% 122.04
Range 0.90 0.91 0.01 1.1% 1.25
ATR 0.43 0.46 0.03 8.1% 0.00
Volume 538 274 -264 -49.1% 242
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.86 125.48 123.79
R3 124.95 124.57 123.54
R2 124.04 124.04 123.46
R1 123.66 123.66 123.37 123.85
PP 123.13 123.13 123.13 123.22
S1 122.75 122.75 123.21 122.94
S2 122.22 122.22 123.12
S3 121.31 121.84 123.04
S4 120.40 120.93 122.79
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
5 123.50 121.39 2.11 1.7% 0.56 0.5% 90% True False 169
10 123.50 120.85 2.65 2.1% 0.43 0.3% 92% True False 157
20 123.50 120.85 2.65 2.1% 0.21 0.2% 92% True False 110
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 34 trading days
Fibonacci Retracements and Extensions
4.250 127.37
2.618 125.88
1.618 124.97
1.000 124.41
0.618 124.06
HIGH 123.50
0.618 123.15
0.500 123.05
0.382 122.94
LOW 122.59
0.618 122.03
1.000 121.68
1.618 121.12
2.618 120.21
4.250 118.72
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 123.21 123.01
PP 123.13 122.73
S1 123.05 122.45

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

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