Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 123.51 123.33 -0.18 -0.1% 124.30
High 123.61 123.42 -0.19 -0.2% 124.30
Low 123.32 122.87 -0.45 -0.4% 122.92
Close 123.51 123.00 -0.51 -0.4% 123.55
Range 0.29 0.55 0.26 89.7% 1.38
ATR 0.56 0.56 0.01 1.1% 0.00
Volume 680,589 1,029,401 348,812 51.3% 5,428,143
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 124.75 124.42 123.30
R3 124.20 123.87 123.15
R2 123.65 123.65 123.10
R1 123.32 123.32 123.05 123.21
PP 123.10 123.10 123.10 123.04
S1 122.77 122.77 122.95 122.66
S2 122.55 122.55 122.90
S3 122.00 122.22 122.85
S4 121.45 121.67 122.70
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
5 123.63 122.87 0.76 0.6% 0.41 0.3% 17% False True 812,160
10 124.53 122.87 1.66 1.3% 0.58 0.5% 8% False True 988,108
20 124.53 122.62 1.91 1.6% 0.54 0.4% 20% False False 929,497
40 124.53 120.84 3.69 3.0% 0.53 0.4% 59% False False 737,020
60 124.53 120.84 3.69 3.0% 0.53 0.4% 59% False False 600,921
80 124.53 120.20 4.33 3.5% 0.53 0.4% 65% False False 451,132
100 124.53 119.97 4.56 3.7% 0.52 0.4% 66% False False 361,020
120 124.53 119.83 4.70 3.8% 0.47 0.4% 67% False False 300,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.76
2.618 124.86
1.618 124.31
1.000 123.97
0.618 123.76
HIGH 123.42
0.618 123.21
0.500 123.15
0.382 123.08
LOW 122.87
0.618 122.53
1.000 122.32
1.618 121.98
2.618 121.43
4.250 120.53
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 123.15 123.24
PP 123.10 123.16
S1 123.05 123.08

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

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