Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 123.00 123.47 0.47 0.4% 123.24
High 123.47 123.70 0.23 0.2% 123.70
Low 122.81 122.95 0.14 0.1% 122.81
Close 123.30 123.38 0.08 0.1% 123.38
Range 0.66 0.75 0.09 13.6% 0.89
ATR 0.54 0.56 0.01 2.8% 0.00
Volume 1,061,044 923,100 -137,944 -13.0% 4,346,261
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 125.59 125.24 123.79
R3 124.84 124.49 123.59
R2 124.09 124.09 123.52
R1 123.74 123.74 123.45 123.54
PP 123.34 123.34 123.34 123.25
S1 122.99 122.99 123.31 122.79
S2 122.59 122.59 123.24
S3 121.84 122.24 123.17
S4 121.09 121.49 122.97
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 125.97 125.56 123.87
R3 125.08 124.67 123.62
R2 124.19 124.19 123.54
R1 123.78 123.78 123.46 123.99
PP 123.30 123.30 123.30 123.40
S1 122.89 122.89 123.30 123.10
S2 122.41 122.41 123.22
S3 121.52 122.00 123.14
S4 120.63 121.11 122.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.70 122.81 0.89 0.7% 0.55 0.4% 64% True False 869,252
10 123.70 122.24 1.46 1.2% 0.52 0.4% 78% True False 796,235
20 123.70 120.84 2.86 2.3% 0.51 0.4% 89% True False 719,929
40 123.76 120.84 2.92 2.4% 0.54 0.4% 87% False False 588,061
60 123.76 120.36 3.40 2.8% 0.54 0.4% 89% False False 394,410
80 123.76 120.20 3.56 2.9% 0.52 0.4% 89% False False 296,051
100 123.76 119.83 3.93 3.2% 0.49 0.4% 90% False False 236,868
120 123.76 118.50 5.26 4.3% 0.41 0.3% 93% False False 197,406
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 126.89
2.618 125.66
1.618 124.91
1.000 124.45
0.618 124.16
HIGH 123.70
0.618 123.41
0.500 123.33
0.382 123.24
LOW 122.95
0.618 122.49
1.000 122.20
1.618 121.74
2.618 120.99
4.250 119.76
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 123.36 123.34
PP 123.34 123.30
S1 123.33 123.26

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

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