Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	120.25	120.68	0.43	0.4%	120.40
High	120.25	120.68	0.43	0.4%	120.95
Low	120.25	120.68	0.43	0.4%	120.28
Close	120.25	120.68	0.43	0.4%	120.28
Range
ATR	0.29	0.30	0.01	3.3%	0.00
Volume	5	209	204	4,080.0%	770

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120.68	120.68	120.68
R3	120.68	120.68	120.68
R2	120.68	120.68	120.68
R1	120.68	120.68	120.68	120.68
PP	120.68	120.68	120.68	120.68
S1	120.68	120.68	120.68	120.68
S2	120.68	120.68	120.68
S3	120.68	120.68	120.68
S4	120.68	120.68	120.68

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.51	122.07	120.65
R3	121.84	121.40	120.46
R2	121.17	121.17	120.40
R1	120.73	120.73	120.34	120.62
PP	120.50	120.50	120.50	120.45
S1	120.06	120.06	120.22	119.95
S2	119.83	119.83	120.16
S3	119.16	119.39	120.10
S4	118.49	118.72	119.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.95	120.25	0.70	0.6%	0.02	0.0%	61%	False	False	71
10	120.95	118.91	2.04	1.7%	0.01	0.0%	87%	False	False	131

Crabel Price Patterns
NR	False
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	0.00

Fibonacci Retracements and Extensions
4.250	120.68
2.618	120.68
1.618	120.68
1.000	120.68
0.618	120.68
HIGH	120.68
0.618	120.68
0.500	120.68
0.382	120.68
LOW	120.68
0.618	120.68
1.000	120.68
1.618	120.68
2.618	120.68
4.250	120.68

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	120.68	120.65
PP	120.68	120.63
S1	120.68	120.60

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