Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 120.92 120.90 -0.02 0.0% 118.59
High 120.92 120.90 -0.02 0.0% 119.63
Low 120.92 120.81 -0.11 -0.1% 118.59
Close 120.92 120.77 -0.15 -0.1% 120.11
Range 0.00 0.09 0.09 1.04
ATR 0.34 0.32 -0.02 -4.8% 0.00
Volume 38 102 64 168.4% 439
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 121.10 121.02 120.82
R3 121.01 120.93 120.79
R2 120.92 120.92 120.79
R1 120.84 120.84 120.78 120.84
PP 120.83 120.83 120.83 120.82
S1 120.75 120.75 120.76 120.75
S2 120.74 120.74 120.75
S3 120.65 120.66 120.75
S4 120.56 120.57 120.72
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 122.56 122.38 120.68
R3 121.52 121.34 120.40
R2 120.48 120.48 120.30
R1 120.30 120.30 120.21 120.39
PP 119.44 119.44 119.44 119.49
S1 119.26 119.26 120.01 119.35
S2 118.40 118.40 119.92
S3 117.36 118.22 119.82
S4 116.32 117.18 119.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.92 119.63 1.29 1.1% 0.02 0.0% 88% False False 153
10 120.92 118.50 2.42 2.0% 0.01 0.0% 94% False False 125
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 10 trading days
Fibonacci Retracements and Extensions
4.250 121.28
2.618 121.14
1.618 121.05
1.000 120.99
0.618 120.96
HIGH 120.90
0.618 120.87
0.500 120.86
0.382 120.84
LOW 120.81
0.618 120.75
1.000 120.72
1.618 120.66
2.618 120.57
4.250 120.43
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 120.86 120.71
PP 120.83 120.66
S1 120.80 120.60

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

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