Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 123.70 124.25 0.55 0.4% 123.37
High 124.16 124.44 0.28 0.2% 123.61
Low 123.64 124.09 0.45 0.4% 122.56
Close 124.01 124.30 0.29 0.2% 122.66
Range 0.52 0.35 -0.17 -32.7% 1.05
ATR 0.59 0.57 -0.01 -1.9% 0.00
Volume 1,123,028 933,988 -189,040 -16.8% 2,946,259
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 125.33 125.16 124.49
R3 124.98 124.81 124.40
R2 124.63 124.63 124.36
R1 124.46 124.46 124.33 124.55
PP 124.28 124.28 124.28 124.32
S1 124.11 124.11 124.27 124.20
S2 123.93 123.93 124.24
S3 123.58 123.76 124.20
S4 123.23 123.41 124.11
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 126.09 125.43 123.24
R3 125.04 124.38 122.95
R2 123.99 123.99 122.85
R1 123.33 123.33 122.76 123.14
PP 122.94 122.94 122.94 122.85
S1 122.28 122.28 122.56 122.09
S2 121.89 121.89 122.47
S3 120.84 121.23 122.37
S4 119.79 120.18 122.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.44 122.54 1.90 1.5% 0.58 0.5% 93% True False 992,433
10 124.44 122.54 1.90 1.5% 0.50 0.4% 93% True False 902,297
20 124.53 122.54 1.99 1.6% 0.56 0.5% 88% False False 968,108
40 124.53 120.84 3.69 3.0% 0.52 0.4% 94% False False 802,542
60 124.53 120.84 3.69 3.0% 0.54 0.4% 94% False False 682,895
80 124.53 120.36 4.17 3.4% 0.54 0.4% 94% False False 513,106
100 124.53 120.20 4.33 3.5% 0.53 0.4% 95% False False 410,623
120 124.53 119.83 4.70 3.8% 0.49 0.4% 95% False False 342,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 125.93
2.618 125.36
1.618 125.01
1.000 124.79
0.618 124.66
HIGH 124.44
0.618 124.31
0.500 124.27
0.382 124.22
LOW 124.09
0.618 123.87
1.000 123.74
1.618 123.52
2.618 123.17
4.250 122.60
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 124.29 124.05
PP 124.28 123.81
S1 124.27 123.56

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

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