Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 120.96 120.60 -0.36 -0.3% 121.04
High 121.11 120.72 -0.39 -0.3% 121.77
Low 120.80 120.45 -0.35 -0.3% 120.45
Close 120.89 120.54 -0.35 -0.3% 120.54
Range 0.31 0.27 -0.04 -12.9% 1.32
ATR 0.51 0.51 -0.01 -1.0% 0.00
Volume 431 927 496 115.1% 3,445
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 121.38 121.23 120.69
R3 121.11 120.96 120.61
R2 120.84 120.84 120.59
R1 120.69 120.69 120.56 120.63
PP 120.57 120.57 120.57 120.54
S1 120.42 120.42 120.52 120.36
S2 120.30 120.30 120.49
S3 120.03 120.15 120.47
S4 119.76 119.88 120.39
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.88 124.03 121.27
R3 123.56 122.71 120.90
R2 122.24 122.24 120.78
R1 121.39 121.39 120.66 121.16
PP 120.92 120.92 120.92 120.80
S1 120.07 120.07 120.42 119.84
S2 119.60 119.60 120.30
S3 118.28 118.75 120.18
S4 116.96 117.43 119.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.77 120.45 1.32 1.1% 0.52 0.4% 7% False True 689
10 122.32 120.45 1.87 1.6% 0.49 0.4% 5% False True 744
20 122.82 120.45 2.37 2.0% 0.46 0.4% 4% False True 674
40 122.82 119.83 2.99 2.5% 0.37 0.3% 24% False False 389
60 122.82 118.50 4.32 3.6% 0.27 0.2% 47% False False 301
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 0.08
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121.87
2.618 121.43
1.618 121.16
1.000 120.99
0.618 120.89
HIGH 120.72
0.618 120.62
0.500 120.59
0.382 120.55
LOW 120.45
0.618 120.28
1.000 120.18
1.618 120.01
2.618 119.74
4.250 119.30
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 120.59 121.00
PP 120.57 120.84
S1 120.56 120.69

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

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