Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 122.43 121.80 -0.63 -0.5% 120.92
High 122.43 123.32 0.89 0.7% 122.55
Low 122.43 121.80 -0.63 -0.5% 120.92
Close 122.43 122.30 -0.13 -0.1% 122.55
Range 0.00 1.52 1.52 1.63
ATR 0.28 0.36 0.09 32.2% 0.00
Volume 194 2 -192 -99.0% 518
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 127.03 126.19 123.14
R3 125.51 124.67 122.72
R2 123.99 123.99 122.58
R1 123.15 123.15 122.44 123.57
PP 122.47 122.47 122.47 122.69
S1 121.63 121.63 122.16 122.05
S2 120.95 120.95 122.02
S3 119.43 120.11 121.88
S4 117.91 118.59 121.46
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
5 123.32 121.80 1.52 1.2% 0.30 0.2% 33% True True 102
10 123.32 120.76 2.56 2.1% 0.15 0.1% 60% True False 95
20 123.32 120.76 2.56 2.1% 0.08 0.1% 60% True False 134
40 123.32 119.43 3.89 3.2% 0.04 0.0% 74% True False 162
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 0.00
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 129.78
2.618 127.30
1.618 125.78
1.000 124.84
0.618 124.26
HIGH 123.32
0.618 122.74
0.500 122.56
0.382 122.38
LOW 121.80
0.618 120.86
1.000 120.28
1.618 119.34
2.618 117.82
4.250 115.34
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 122.56 122.56
PP 122.47 122.47
S1 122.39 122.39

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

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