Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	124.30	124.32	0.02	0.0%	122.70
High	124.45	124.40	-0.05	0.0%	124.50
Low	124.06	123.94	-0.12	-0.1%	122.54
Close	124.33	124.20	-0.13	-0.1%	124.45
Range	0.39	0.46	0.07	17.9%	1.96
ATR	0.55	0.54	-0.01	-1.2%	0.00
Volume	632,735	972,211	339,476	53.7%	5,009,702

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.56	125.34	124.45
R3	125.10	124.88	124.33
R2	124.64	124.64	124.28
R1	124.42	124.42	124.24	124.30
PP	124.18	124.18	124.18	124.12
S1	123.96	123.96	124.16	123.84
S2	123.72	123.72	124.12
S3	123.26	123.50	124.07
S4	122.80	123.04	123.95

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	123.64	0.86	0.7%	0.43	0.3%	65%	False	False	930,282
10	124.50	122.54	1.96	1.6%	0.50	0.4%	85%	False	False	926,655
20	124.53	122.54	1.99	1.6%	0.54	0.4%	83%	False	False	964,969
40	124.53	120.84	3.69	3.0%	0.52	0.4%	91%	False	False	852,740
60	124.53	120.84	3.69	3.0%	0.53	0.4%	91%	False	False	724,160
80	124.53	120.36	4.17	3.4%	0.53	0.4%	92%	False	False	545,456
100	124.53	120.20	4.33	3.5%	0.53	0.4%	92%	False	False	436,564
120	124.53	119.83	4.70	3.8%	0.50	0.4%	93%	False	False	363,827

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

Fibonacci Retracements and Extensions
4.250	126.36
2.618	125.60
1.618	125.14
1.000	124.86
0.618	124.68
HIGH	124.40
0.618	124.22
0.500	124.17
0.382	124.12
LOW	123.94
0.618	123.66
1.000	123.48
1.618	123.20
2.618	122.74
4.250	121.99

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	124.19	124.22
PP	124.18	124.21
S1	124.17	124.21

Download as Excel Spreadsheet

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

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