Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 122.49 122.82 0.33 0.3% 122.87
High 123.02 122.88 -0.14 -0.1% 122.98
Low 122.49 122.59 0.10 0.1% 122.40
Close 122.83 122.61 -0.22 -0.2% 122.52
Range 0.53 0.29 -0.24 -45.3% 0.58
ATR 0.47 0.46 -0.01 -2.8% 0.00
Volume 878,601 690,951 -187,650 -21.4% 2,517,004
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 123.56 123.38 122.77
R3 123.27 123.09 122.69
R2 122.98 122.98 122.66
R1 122.80 122.80 122.64 122.75
PP 122.69 122.69 122.69 122.67
S1 122.51 122.51 122.58 122.46
S2 122.40 122.40 122.56
S3 122.11 122.22 122.53
S4 121.82 121.93 122.45
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.37 124.03 122.84
R3 123.79 123.45 122.68
R2 123.21 123.21 122.63
R1 122.87 122.87 122.57 122.75
PP 122.63 122.63 122.63 122.58
S1 122.29 122.29 122.47 122.17
S2 122.05 122.05 122.41
S3 121.47 121.71 122.36
S4 120.89 121.13 122.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.02 122.26 0.76 0.6% 0.44 0.4% 46% False False 747,573
10 123.03 122.26 0.77 0.6% 0.41 0.3% 45% False False 479,096
20 123.03 121.10 1.93 1.6% 0.43 0.3% 78% False False 244,454
40 123.05 120.56 2.49 2.0% 0.44 0.4% 82% False False 122,538
60 123.05 119.52 3.53 2.9% 0.41 0.3% 88% False False 81,727
80 123.05 119.52 3.53 2.9% 0.33 0.3% 88% False False 61,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 124.11
2.618 123.64
1.618 123.35
1.000 123.17
0.618 123.06
HIGH 122.88
0.618 122.77
0.500 122.74
0.382 122.70
LOW 122.59
0.618 122.41
1.000 122.30
1.618 122.12
2.618 121.83
4.250 121.36
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 122.74 122.64
PP 122.69 122.63
S1 122.65 122.62

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

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