Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 121.12 120.82 -0.30 -0.2% 121.20
High 121.12 120.93 -0.19 -0.2% 121.33
Low 121.08 120.06 -1.02 -0.8% 120.90
Close 120.95 120.18 -0.77 -0.6% 121.31
Range 0.04 0.87 0.83 2,075.0% 0.43
ATR 0.26 0.30 0.05 17.6% 0.00
Volume 27 142 115 425.9% 185
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.00 122.46 120.66
R3 122.13 121.59 120.42
R2 121.26 121.26 120.34
R1 120.72 120.72 120.26 120.56
PP 120.39 120.39 120.39 120.31
S1 119.85 119.85 120.10 119.69
S2 119.52 119.52 120.02
S3 118.65 118.98 119.94
S4 117.78 118.11 119.70
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.47 122.32 121.55
R3 122.04 121.89 121.43
R2 121.61 121.61 121.39
R1 121.46 121.46 121.35 121.54
PP 121.18 121.18 121.18 121.22
S1 121.03 121.03 121.27 121.11
S2 120.75 120.75 121.23
S3 120.32 120.60 121.19
S4 119.89 120.17 121.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.33 120.06 1.27 1.1% 0.30 0.2% 9% False True 58
10 121.33 120.06 1.27 1.1% 0.19 0.2% 9% False True 66
20 121.33 119.08 2.25 1.9% 0.10 0.1% 49% False False 92
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 0.02
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 124.63
2.618 123.21
1.618 122.34
1.000 121.80
0.618 121.47
HIGH 120.93
0.618 120.60
0.500 120.50
0.382 120.39
LOW 120.06
0.618 119.52
1.000 119.19
1.618 118.65
2.618 117.78
4.250 116.36
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 120.50 120.70
PP 120.39 120.52
S1 120.29 120.35

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

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