Euro Bund Future June 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 122.86 122.71 -0.15 -0.1% 121.27
High 122.87 122.96 0.09 0.1% 123.03
Low 122.52 122.40 -0.12 -0.1% 121.10
Close 122.61 122.80 0.19 0.2% 122.98
Range 0.35 0.56 0.21 60.0% 1.93
ATR 0.47 0.48 0.01 1.3% 0.00
Volume 555,188 663,843 108,655 19.6% 233,450
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.40 124.16 123.11
R3 123.84 123.60 122.95
R2 123.28 123.28 122.90
R1 123.04 123.04 122.85 123.16
PP 122.72 122.72 122.72 122.78
S1 122.48 122.48 122.75 122.60
S2 122.16 122.16 122.70
S3 121.60 121.92 122.65
S4 121.04 121.36 122.49
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 128.16 127.50 124.04
R3 126.23 125.57 123.51
R2 124.30 124.30 123.33
R1 123.64 123.64 123.16 123.97
PP 122.37 122.37 122.37 122.54
S1 121.71 121.71 122.80 122.04
S2 120.44 120.44 122.63
S3 118.51 119.78 122.45
S4 116.58 117.85 121.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.03 122.40 0.63 0.5% 0.43 0.3% 63% False True 336,468
10 123.03 121.10 1.93 1.6% 0.49 0.4% 88% False False 180,751
20 123.05 121.10 1.95 1.6% 0.46 0.4% 87% False False 91,098
40 123.05 119.78 3.27 2.7% 0.45 0.4% 92% False False 45,701
60 123.05 119.52 3.53 2.9% 0.41 0.3% 93% False False 30,495
80 123.05 119.52 3.53 2.9% 0.31 0.3% 93% False False 22,897
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 0.12
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125.34
2.618 124.43
1.618 123.87
1.000 123.52
0.618 123.31
HIGH 122.96
0.618 122.75
0.500 122.68
0.382 122.61
LOW 122.40
0.618 122.05
1.000 121.84
1.618 121.49
2.618 120.93
4.250 120.02
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 122.76 122.76
PP 122.72 122.72
S1 122.68 122.68

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

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