Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
15-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 123.37 123.51 0.14 0.1% 124.30
High 123.57 123.61 0.04 0.0% 124.30
Low 123.32 123.32 0.00 0.0% 122.92
Close 123.37 123.51 0.14 0.1% 123.55
Range 0.25 0.29 0.04 16.0% 1.38
ATR 0.58 0.56 -0.02 -3.6% 0.00
Volume 294,354 680,589 386,235 131.2% 5,428,143
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 124.35 124.22 123.67
R3 124.06 123.93 123.59
R2 123.77 123.77 123.56
R1 123.64 123.64 123.54 123.66
PP 123.48 123.48 123.48 123.49
S1 123.35 123.35 123.48 123.37
S2 123.19 123.19 123.46
S3 122.90 123.06 123.43
S4 122.61 122.77 123.35
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
5 123.71 122.92 0.79 0.6% 0.45 0.4% 75% False False 871,257
10 124.53 122.92 1.61 1.3% 0.56 0.5% 37% False False 980,926
20 124.53 122.29 2.24 1.8% 0.54 0.4% 54% False False 916,346
40 124.53 120.84 3.69 3.0% 0.53 0.4% 72% False False 728,899
60 124.53 120.84 3.69 3.0% 0.52 0.4% 72% False False 583,829
80 124.53 120.20 4.33 3.5% 0.54 0.4% 76% False False 438,265
100 124.53 119.83 4.70 3.8% 0.52 0.4% 78% False False 350,727
120 124.53 119.83 4.70 3.8% 0.46 0.4% 78% False False 292,283
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.84
2.618 124.37
1.618 124.08
1.000 123.90
0.618 123.79
HIGH 123.61
0.618 123.50
0.500 123.47
0.382 123.43
LOW 123.32
0.618 123.14
1.000 123.03
1.618 122.85
2.618 122.56
4.250 122.09
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 123.50 123.46
PP 123.48 123.41
S1 123.47 123.37

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

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