Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	122.35	122.37	0.02	0.0%	121.43
High	122.57	122.37	-0.20	-0.2%	122.77
Low	122.35	122.20	-0.15	-0.1%	121.10
Close	122.52	122.23	-0.29	-0.2%	122.48
Range	0.22	0.17	-0.05	-22.7%	1.67
ATR	0.41	0.41	-0.01	-1.6%	0.00
Volume	217	25	-192	-88.5%	964

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.78	122.67	122.32
R3	122.61	122.50	122.28
R2	122.44	122.44	122.26
R1	122.33	122.33	122.25	122.30
PP	122.27	122.27	122.27	122.25
S1	122.16	122.16	122.21	122.13
S2	122.10	122.10	122.20
S3	121.93	121.99	122.18
S4	121.76	121.82	122.14

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	127.13	126.47	123.40
R3	125.46	124.80	122.94
R2	123.79	123.79	122.79
R1	123.13	123.13	122.63	123.46
PP	122.12	122.12	122.12	122.28
S1	121.46	121.46	122.33	121.79
S2	120.45	120.45	122.17
S3	118.78	119.79	122.02
S4	117.11	118.12	121.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.77	121.41	1.36	1.1%	0.40	0.3%	60%	False	False	109
10	122.77	119.97	2.80	2.3%	0.42	0.3%	81%	False	False	246
20	122.77	119.83	2.94	2.4%	0.36	0.3%	82%	False	False	154
40	122.77	118.91	3.86	3.2%	0.21	0.2%	86%	False	False	123

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.07
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	123.09
2.618	122.82
1.618	122.65
1.000	122.54
0.618	122.48
HIGH	122.37
0.618	122.31
0.500	122.29
0.382	122.26
LOW	122.20
0.618	122.09
1.000	122.03
1.618	121.92
2.618	121.75
4.250	121.48

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	122.29	122.49
PP	122.27	122.40
S1	122.25	122.32

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