Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 124.25 124.29 0.04 0.0% 122.70
High 124.44 124.50 0.06 0.0% 124.50
Low 124.09 124.09 0.00 0.0% 122.54
Close 124.30 124.45 0.15 0.1% 124.45
Range 0.35 0.41 0.06 17.1% 1.96
ATR 0.57 0.56 -0.01 -2.0% 0.00
Volume 933,988 989,451 55,463 5.9% 5,009,702
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 125.58 125.42 124.68
R3 125.17 125.01 124.56
R2 124.76 124.76 124.53
R1 124.60 124.60 124.49 124.68
PP 124.35 124.35 124.35 124.39
S1 124.19 124.19 124.41 124.27
S2 123.94 123.94 124.37
S3 123.53 123.78 124.34
S4 123.12 123.37 124.22
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 129.71 129.04 125.53
R3 127.75 127.08 124.99
R2 125.79 125.79 124.81
R1 125.12 125.12 124.63 125.46
PP 123.83 123.83 123.83 124.00
S1 123.16 123.16 124.27 123.50
S2 121.87 121.87 124.09
S3 119.91 121.20 123.91
S4 117.95 119.24 123.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.50 122.54 1.96 1.6% 0.57 0.5% 97% True False 1,001,940
10 124.50 122.54 1.96 1.6% 0.49 0.4% 97% True False 879,295
20 124.53 122.54 1.99 1.6% 0.55 0.4% 96% False False 964,528
40 124.53 120.84 3.69 3.0% 0.52 0.4% 98% False False 824,532
60 124.53 120.84 3.69 3.0% 0.54 0.4% 98% False False 698,751
80 124.53 120.36 4.17 3.4% 0.54 0.4% 98% False False 525,457
100 124.53 120.20 4.33 3.5% 0.53 0.4% 98% False False 420,516
120 124.53 119.83 4.70 3.8% 0.49 0.4% 98% False False 350,453
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.24
2.618 125.57
1.618 125.16
1.000 124.91
0.618 124.75
HIGH 124.50
0.618 124.34
0.500 124.30
0.382 124.25
LOW 124.09
0.618 123.84
1.000 123.68
1.618 123.43
2.618 123.02
4.250 122.35
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 124.40 124.32
PP 124.35 124.20
S1 124.30 124.07

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

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