Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 120.82 120.09 -0.73 -0.6% 121.20
High 120.93 120.61 -0.32 -0.3% 121.33
Low 120.06 120.09 0.03 0.0% 120.90
Close 120.18 120.57 0.39 0.3% 121.31
Range 0.87 0.52 -0.35 -40.2% 0.43
ATR 0.30 0.32 0.02 5.1% 0.00
Volume 142 83 -59 -41.5% 185
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 121.98 121.80 120.86
R3 121.46 121.28 120.71
R2 120.94 120.94 120.67
R1 120.76 120.76 120.62 120.85
PP 120.42 120.42 120.42 120.47
S1 120.24 120.24 120.52 120.33
S2 119.90 119.90 120.47
S3 119.38 119.72 120.43
S4 118.86 119.20 120.28
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% 0.37 0.3% 40% False False 53
10 121.33 120.06 1.27 1.1% 0.24 0.2% 40% False False 68
20 121.33 119.63 1.70 1.4% 0.13 0.1% 55% False False 86
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.82
2.618 121.97
1.618 121.45
1.000 121.13
0.618 120.93
HIGH 120.61
0.618 120.41
0.500 120.35
0.382 120.29
LOW 120.09
0.618 119.77
1.000 119.57
1.618 119.25
2.618 118.73
4.250 117.88
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 120.50 120.59
PP 120.42 120.58
S1 120.35 120.58

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

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