Euro Bund Future September 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 121.97 122.28 0.31 0.3% 121.59
High 121.98 122.28 0.30 0.2% 123.50
Low 121.97 121.75 -0.22 -0.2% 121.39
Close 121.95 121.84 -0.11 -0.1% 122.27
Range 0.01 0.53 0.52 5,200.0% 2.11
ATR 0.45 0.46 0.01 1.2% 0.00
Volume 2 13 11 550.0% 878
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.55 123.22 122.13
R3 123.02 122.69 121.99
R2 122.49 122.49 121.94
R1 122.16 122.16 121.89 122.06
PP 121.96 121.96 121.96 121.91
S1 121.63 121.63 121.79 121.53
S2 121.43 121.43 121.74
S3 120.90 121.10 121.69
S4 120.37 120.57 121.55
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 128.72 127.60 123.43
R3 126.61 125.49 122.85
R2 124.50 124.50 122.66
R1 123.38 123.38 122.46 123.94
PP 122.39 122.39 122.39 122.67
S1 121.27 121.27 122.08 121.83
S2 120.28 120.28 121.88
S3 118.17 119.16 121.69
S4 116.06 117.05 121.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.77 121.56 1.21 1.0% 0.31 0.3% 23% False False 249
10 123.50 121.39 2.11 1.7% 0.46 0.4% 21% False False 211
20 123.50 120.85 2.65 2.2% 0.32 0.3% 37% False False 161
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 0.03
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.53
2.618 123.67
1.618 123.14
1.000 122.81
0.618 122.61
HIGH 122.28
0.618 122.08
0.500 122.02
0.382 121.95
LOW 121.75
0.618 121.42
1.000 121.22
1.618 120.89
2.618 120.36
4.250 119.50
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 122.02 121.92
PP 121.96 121.89
S1 121.90 121.87

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

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