Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 122.87 123.39 0.52 0.4% 122.69
High 123.34 123.49 0.15 0.1% 123.49
Low 122.62 123.03 0.41 0.3% 122.29
Close 123.15 123.15 0.00 0.0% 123.15
Range 0.72 0.46 -0.26 -36.1% 1.20
ATR 0.56 0.55 -0.01 -1.2% 0.00
Volume 1,005,313 822,516 -182,797 -18.2% 2,911,650
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 124.60 124.34 123.40
R3 124.14 123.88 123.28
R2 123.68 123.68 123.23
R1 123.42 123.42 123.19 123.32
PP 123.22 123.22 123.22 123.18
S1 122.96 122.96 123.11 122.86
S2 122.76 122.76 123.07
S3 122.30 122.50 123.02
S4 121.84 122.04 122.90
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 126.58 126.06 123.81
R3 125.38 124.86 123.48
R2 124.18 124.18 123.37
R1 123.66 123.66 123.26 123.92
PP 122.98 122.98 122.98 123.11
S1 122.46 122.46 123.04 122.72
S2 121.78 121.78 122.93
S3 120.58 121.26 122.82
S4 119.38 120.06 122.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.49 122.24 1.25 1.0% 0.48 0.4% 73% True False 723,218
10 123.49 121.18 2.31 1.9% 0.51 0.4% 85% True False 741,951
20 123.66 120.84 2.82 2.3% 0.48 0.4% 82% False False 573,530
40 123.76 120.84 2.92 2.4% 0.53 0.4% 79% False False 482,155
60 123.76 120.20 3.56 2.9% 0.53 0.4% 83% False False 322,102
80 123.76 120.20 3.56 2.9% 0.52 0.4% 83% False False 241,734
100 123.76 119.83 3.93 3.2% 0.47 0.4% 84% False False 193,410
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.45
2.618 124.69
1.618 124.23
1.000 123.95
0.618 123.77
HIGH 123.49
0.618 123.31
0.500 123.26
0.382 123.21
LOW 123.03
0.618 122.75
1.000 122.57
1.618 122.29
2.618 121.83
4.250 121.08
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 123.26 123.06
PP 123.22 122.98
S1 123.19 122.89

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

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