Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	123.94	123.34	-0.60	-0.5%	123.58
High	124.06	123.71	-0.35	-0.3%	124.53
Low	123.22	122.98	-0.24	-0.2%	122.96
Close	123.98	123.47	-0.51	-0.4%	124.20
Range	0.84	0.73	-0.11	-13.1%	1.57
ATR	0.58	0.61	0.03	5.1%	0.00
Volume	1,251,304	1,324,886	73,582	5.9%	4,983,363

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.58	125.25	123.87
R3	124.85	124.52	123.67
R2	124.12	124.12	123.60
R1	123.79	123.79	123.54	123.96
PP	123.39	123.39	123.39	123.47
S1	123.06	123.06	123.40	123.23
S2	122.66	122.66	123.34
S3	121.93	122.33	123.27
S4	121.20	121.60	123.07

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.61	127.97	125.06
R3	127.04	126.40	124.63
R2	125.47	125.47	124.49
R1	124.83	124.83	124.34	125.15
PP	123.90	123.90	123.90	124.06
S1	123.26	123.26	124.06	123.58
S2	122.33	122.33	123.91
S3	120.76	121.69	123.77
S4	119.19	120.12	123.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.53	122.98	1.55	1.3%	0.74	0.6%	32%	False	True	1,164,055
10	124.53	122.81	1.72	1.4%	0.62	0.5%	38%	False	False	1,033,919
20	124.53	121.86	2.67	2.2%	0.54	0.4%	60%	False	False	893,606
40	124.53	120.84	3.69	3.0%	0.54	0.4%	71%	False	False	708,474
60	124.53	120.78	3.75	3.0%	0.54	0.4%	72%	False	False	533,421
80	124.53	120.20	4.33	3.5%	0.54	0.4%	76%	False	False	400,405
100	124.53	119.83	4.70	3.8%	0.51	0.4%	77%	False	False	320,416
120	124.53	119.83	4.70	3.8%	0.45	0.4%	77%	False	False	267,023

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.81
2.618	125.62
1.618	124.89
1.000	124.44
0.618	124.16
HIGH	123.71
0.618	123.43
0.500	123.35
0.382	123.26
LOW	122.98
0.618	122.53
1.000	122.25
1.618	121.80
2.618	121.07
4.250	119.88

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	123.43	123.64
PP	123.39	123.58
S1	123.35	123.53

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols