Euro Bund Future June 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 122.25 122.75 0.50 0.4% 121.97
High 122.68 122.95 0.27 0.2% 122.20
Low 122.19 122.65 0.46 0.4% 121.11
Close 122.53 122.83 0.30 0.2% 121.20
Range 0.49 0.30 -0.19 -38.8% 1.09
ATR 0.51 0.50 -0.01 -1.2% 0.00
Volume 50,297 34,603 -15,694 -31.2% 16,343
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 123.71 123.57 123.00
R3 123.41 123.27 122.91
R2 123.11 123.11 122.89
R1 122.97 122.97 122.86 123.04
PP 122.81 122.81 122.81 122.85
S1 122.67 122.67 122.80 122.74
S2 122.51 122.51 122.78
S3 122.21 122.37 122.75
S4 121.91 122.07 122.67
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 124.77 124.08 121.80
R3 123.68 122.99 121.50
R2 122.59 122.59 121.40
R1 121.90 121.90 121.30 121.70
PP 121.50 121.50 121.50 121.41
S1 120.81 120.81 121.10 120.61
S2 120.41 120.41 121.00
S3 119.32 119.72 120.90
S4 118.23 118.63 120.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.95 121.10 1.85 1.5% 0.54 0.4% 94% True False 25,034
10 122.95 121.10 1.85 1.5% 0.45 0.4% 94% True False 13,199
20 123.05 121.10 1.95 1.6% 0.48 0.4% 89% False False 7,118
40 123.05 119.52 3.53 2.9% 0.41 0.3% 94% False False 3,648
60 123.05 119.52 3.53 2.9% 0.38 0.3% 94% False False 2,466
80 123.05 119.52 3.53 2.9% 0.28 0.2% 94% False False 1,873
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 0.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.23
2.618 123.74
1.618 123.44
1.000 123.25
0.618 123.14
HIGH 122.95
0.618 122.84
0.500 122.80
0.382 122.76
LOW 122.65
0.618 122.46
1.000 122.35
1.618 122.16
2.618 121.86
4.250 121.38
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 122.82 122.58
PP 122.81 122.34
S1 122.80 122.09

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

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