Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	122.55	122.43	-0.12	-0.1%	120.92
High	122.55	122.43	-0.12	-0.1%	122.55
Low	122.55	122.43	-0.12	-0.1%	120.92
Close	122.55	122.43	-0.12	-0.1%	122.55
Range
ATR	0.29	0.28	-0.01	-4.2%	0.00
Volume	194	194	0	0.0%	518

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.43	122.43	122.43
R3	122.43	122.43	122.43
R2	122.43	122.43	122.43
R1	122.43	122.43	122.43	122.43
PP	122.43	122.43	122.43	122.43
S1	122.43	122.43	122.43	122.43
S2	122.43	122.43	122.43
S3	122.43	122.43	122.43
S4	122.43	122.43	122.43

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.90	126.35	123.45
R3	125.27	124.72	123.00
R2	123.64	123.64	122.85
R1	123.09	123.09	122.70	123.37
PP	122.01	122.01	122.01	122.14
S1	121.46	121.46	122.40	121.74
S2	120.38	120.38	122.25
S3	118.75	119.83	122.10
S4	117.12	118.20	121.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.55	121.77	0.78	0.6%	0.00	0.0%	85%	False	False	122
10	122.55	120.76	1.79	1.5%	0.00	0.0%	93%	False	False	98
20	122.55	120.76	1.79	1.5%	0.00	0.0%	93%	False	False	139
40	122.55	119.43	3.12	2.5%	0.00	0.0%	96%	False	False	162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.00

Fibonacci Retracements and Extensions
4.250	122.43
2.618	122.43
1.618	122.43
1.000	122.43
0.618	122.43
HIGH	122.43
0.618	122.43
0.500	122.43
0.382	122.43
LOW	122.43
0.618	122.43
1.000	122.43
1.618	122.43
2.618	122.43
4.250	122.43

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	122.43	122.48
PP	122.43	122.46
S1	122.43	122.45

Download as Excel Spreadsheet

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

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