Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	122.37	122.23	-0.14	-0.1%	121.43
High	122.37	122.64	0.27	0.2%	122.77
Low	122.20	122.23	0.03	0.0%	121.10
Close	122.23	122.61	0.38	0.3%	122.48
Range	0.17	0.41	0.24	141.2%	1.67
ATR	0.41	0.41	0.00	0.1%	0.00
Volume	25	4,234	4,209	16,836.0%	964

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.72	123.58	122.84
R3	123.31	123.17	122.72
R2	122.90	122.90	122.69
R1	122.76	122.76	122.65	122.83
PP	122.49	122.49	122.49	122.53
S1	122.35	122.35	122.57	122.42
S2	122.08	122.08	122.53
S3	121.67	121.94	122.50
S4	121.26	121.53	122.38

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	121.42	1.35	1.1%	0.41	0.3%	88%	False	False	926
10	122.77	120.34	2.43	2.0%	0.42	0.3%	93%	False	False	551
20	122.77	119.83	2.94	2.4%	0.34	0.3%	95%	False	False	359
40	122.77	119.08	3.69	3.0%	0.22	0.2%	96%	False	False	225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.38
2.618	123.71
1.618	123.30
1.000	123.05
0.618	122.89
HIGH	122.64
0.618	122.48
0.500	122.44
0.382	122.39
LOW	122.23
0.618	121.98
1.000	121.82
1.618	121.57
2.618	121.16
4.250	120.49

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	122.55	122.55
PP	122.49	122.48
S1	122.44	122.42

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