Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 121.16 121.28 0.12 0.1% 120.99
High 121.49 121.84 0.35 0.3% 121.84
Low 121.11 121.19 0.08 0.1% 120.84
Close 121.44 121.40 -0.04 0.0% 121.40
Range 0.38 0.65 0.27 71.1% 1.00
ATR 0.58 0.58 0.01 0.9% 0.00
Volume 729,657 823,863 94,206 12.9% 3,195,311
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 123.43 123.06 121.76
R3 122.78 122.41 121.58
R2 122.13 122.13 121.52
R1 121.76 121.76 121.46 121.95
PP 121.48 121.48 121.48 121.57
S1 121.11 121.11 121.34 121.30
S2 120.83 120.83 121.28
S3 120.18 120.46 121.22
S4 119.53 119.81 121.04
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 124.36 123.88 121.95
R3 123.36 122.88 121.68
R2 122.36 122.36 121.58
R1 121.88 121.88 121.49 122.12
PP 121.36 121.36 121.36 121.48
S1 120.88 120.88 121.31 121.12
S2 120.36 120.36 121.22
S3 119.36 119.88 121.13
S4 118.36 118.88 120.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.84 120.84 1.00 0.8% 0.49 0.4% 56% True False 639,062
10 122.71 120.84 1.87 1.5% 0.49 0.4% 30% False False 451,724
20 123.72 120.84 2.88 2.4% 0.55 0.5% 19% False False 523,215
40 123.76 120.46 3.30 2.7% 0.53 0.4% 28% False False 317,756
60 123.76 120.20 3.56 2.9% 0.54 0.4% 34% False False 212,283
80 123.76 119.83 3.93 3.2% 0.50 0.4% 40% False False 159,308
100 123.76 119.83 3.93 3.2% 0.42 0.3% 40% False False 127,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124.60
2.618 123.54
1.618 122.89
1.000 122.49
0.618 122.24
HIGH 121.84
0.618 121.59
0.500 121.52
0.382 121.44
LOW 121.19
0.618 120.79
1.000 120.54
1.618 120.14
2.618 119.49
4.250 118.43
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 121.52 121.48
PP 121.48 121.45
S1 121.44 121.43

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

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