Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 124.30 124.25 -0.05 0.0% 122.70
High 124.34 124.44 0.10 0.1% 124.50
Low 123.97 123.87 -0.10 -0.1% 122.54
Close 124.08 124.29 0.21 0.2% 124.45
Range 0.37 0.57 0.20 54.1% 1.96
ATR 0.53 0.53 0.00 0.5% 0.00
Volume 1,156,633 1,450,436 293,803 25.4% 5,009,702
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.91 125.67 124.60
R3 125.34 125.10 124.45
R2 124.77 124.77 124.39
R1 124.53 124.53 124.34 124.65
PP 124.20 124.20 124.20 124.26
S1 123.96 123.96 124.24 124.08
S2 123.63 123.63 124.19
S3 123.06 123.39 124.13
S4 122.49 122.82 123.98
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
5 124.50 123.87 0.63 0.5% 0.44 0.4% 67% False True 1,040,293
10 124.50 122.54 1.96 1.6% 0.51 0.4% 89% False False 1,016,363
20 124.53 122.54 1.99 1.6% 0.54 0.4% 88% False False 1,002,235
40 124.53 121.11 3.42 2.8% 0.51 0.4% 93% False False 891,414
60 124.53 120.84 3.69 3.0% 0.53 0.4% 93% False False 762,673
80 124.53 120.36 4.17 3.4% 0.53 0.4% 94% False False 578,021
100 124.53 120.20 4.33 3.5% 0.53 0.4% 94% False False 462,632
120 124.53 119.83 4.70 3.8% 0.50 0.4% 95% False False 385,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126.86
2.618 125.93
1.618 125.36
1.000 125.01
0.618 124.79
HIGH 124.44
0.618 124.22
0.500 124.16
0.382 124.09
LOW 123.87
0.618 123.52
1.000 123.30
1.618 122.95
2.618 122.38
4.250 121.45
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 124.25 124.25
PP 124.20 124.20
S1 124.16 124.16

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

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