Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	123.16	123.15	-0.01	0.0%	124.30
High	123.37	123.63	0.26	0.2%	124.30
Low	122.92	123.10	0.18	0.1%	122.92
Close	123.15	123.55	0.40	0.3%	123.55
Range	0.45	0.53	0.08	17.8%	1.38
ATR	0.61	0.60	-0.01	-0.9%	0.00
Volume	1,219,464	836,996	-382,468	-31.4%	5,428,143

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.02	124.81	123.84
R3	124.49	124.28	123.70
R2	123.96	123.96	123.65
R1	123.75	123.75	123.60	123.86
PP	123.43	123.43	123.43	123.48
S1	123.22	123.22	123.50	123.33
S2	122.90	122.90	123.45
S3	122.37	122.69	123.40
S4	121.84	122.16	123.26

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.73	127.02	124.31
R3	126.35	125.64	123.93
R2	124.97	124.97	123.80
R1	124.26	124.26	123.68	123.93
PP	123.59	123.59	123.59	123.42
S1	122.88	122.88	123.42	122.55
S2	122.21	122.21	123.30
S3	120.83	121.50	123.17
S4	119.45	120.12	122.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.30	122.92	1.38	1.1%	0.59	0.5%	46%	False	False	1,085,628
10	124.53	122.92	1.61	1.3%	0.58	0.5%	39%	False	False	1,041,150
20	124.53	122.24	2.29	1.9%	0.55	0.4%	57%	False	False	918,692
40	124.53	120.84	3.69	3.0%	0.54	0.4%	73%	False	False	730,536
60	124.53	120.78	3.75	3.0%	0.54	0.4%	74%	False	False	567,655
80	124.53	120.20	4.33	3.5%	0.54	0.4%	77%	False	False	426,083
100	124.53	119.83	4.70	3.8%	0.52	0.4%	79%	False	False	340,978
120	124.53	119.83	4.70	3.8%	0.46	0.4%	79%	False	False	284,159

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.88
2.618	125.02
1.618	124.49
1.000	124.16
0.618	123.96
HIGH	123.63
0.618	123.43
0.500	123.37
0.382	123.30
LOW	123.10
0.618	122.77
1.000	122.57
1.618	122.24
2.618	121.71
4.250	120.85

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	123.49	123.47
PP	123.43	123.39
S1	123.37	123.32

Download as Excel Spreadsheet

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

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