Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 120.60 120.04 -0.56 -0.5% 121.28
High 120.63 120.04 -0.59 -0.5% 121.30
Low 119.96 120.04 0.08 0.1% 119.96
Close 120.15 120.04 -0.11 -0.1% 120.15
Range 0.67 0.00 -0.67 -100.0% 1.34
ATR 0.36 0.35 -0.02 -5.0% 0.00
Volume 7 43 36 514.3% 235
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 120.04 120.04 120.04
R3 120.04 120.04 120.04
R2 120.04 120.04 120.04
R1 120.04 120.04 120.04 120.04
PP 120.04 120.04 120.04 120.04
S1 120.04 120.04 120.04 120.04
S2 120.04 120.04 120.04
S3 120.04 120.04 120.04
S4 120.04 120.04 120.04
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 124.49 123.66 120.89
R3 123.15 122.32 120.52
R2 121.81 121.81 120.40
R1 120.98 120.98 120.27 120.73
PP 120.47 120.47 120.47 120.34
S1 119.64 119.64 120.03 119.39
S2 119.13 119.13 119.90
S3 117.79 118.30 119.78
S4 116.45 116.96 119.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.89 119.96 0.93 0.8% 0.30 0.3% 9% False False 55
10 121.30 119.96 1.34 1.1% 0.31 0.3% 6% False False 54
20 121.33 119.96 1.37 1.1% 0.21 0.2% 6% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 120.04
2.618 120.04
1.618 120.04
1.000 120.04
0.618 120.04
HIGH 120.04
0.618 120.04
0.500 120.04
0.382 120.04
LOW 120.04
0.618 120.04
1.000 120.04
1.618 120.04
2.618 120.04
4.250 120.04
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 120.04 120.30
PP 120.04 120.21
S1 120.04 120.13

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

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