Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	124.29	124.30	0.01	0.0%	122.70
High	124.50	124.45	-0.05	0.0%	124.50
Low	124.09	124.06	-0.03	0.0%	122.54
Close	124.45	124.33	-0.12	-0.1%	124.45
Range	0.41	0.39	-0.02	-4.9%	1.96
ATR	0.56	0.55	-0.01	-2.2%	0.00
Volume	989,451	632,735	-356,716	-36.1%	5,009,702

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.45	125.28	124.54
R3	125.06	124.89	124.44
R2	124.67	124.67	124.40
R1	124.50	124.50	124.37	124.59
PP	124.28	124.28	124.28	124.32
S1	124.11	124.11	124.29	124.20
S2	123.89	123.89	124.26
S3	123.50	123.72	124.22
S4	123.11	123.33	124.12

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	122.68	1.82	1.5%	0.57	0.5%	91%	False	False	1,008,909
10	124.50	122.54	1.96	1.6%	0.48	0.4%	91%	False	False	858,869
20	124.53	122.54	1.99	1.6%	0.53	0.4%	90%	False	False	950,010
40	124.53	120.84	3.69	3.0%	0.52	0.4%	95%	False	False	834,969
60	124.53	120.84	3.69	3.0%	0.53	0.4%	95%	False	False	708,710
80	124.53	120.36	4.17	3.4%	0.54	0.4%	95%	False	False	533,310
100	124.53	120.20	4.33	3.5%	0.53	0.4%	95%	False	False	426,843
120	124.53	119.83	4.70	3.8%	0.50	0.4%	96%	False	False	355,725

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.11
2.618	125.47
1.618	125.08
1.000	124.84
0.618	124.69
HIGH	124.45
0.618	124.30
0.500	124.26
0.382	124.21
LOW	124.06
0.618	123.82
1.000	123.67
1.618	123.43
2.618	123.04
4.250	122.40

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	124.31	124.31
PP	124.28	124.30
S1	124.26	124.28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols