Euro Bund Future September 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 122.58 122.16 -0.42 -0.3% 122.43
High 122.58 122.16 -0.42 -0.3% 123.32
Low 121.88 121.97 0.09 0.1% 121.80
Close 122.22 122.01 -0.21 -0.2% 122.11
Range 0.70 0.19 -0.51 -72.9% 1.52
ATR 0.38 0.37 -0.01 -2.4% 0.00
Volume 65 93 28 43.1% 298
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 122.62 122.50 122.11
R3 122.43 122.31 122.06
R2 122.24 122.24 122.04
R1 122.12 122.12 122.03 122.09
PP 122.05 122.05 122.05 122.03
S1 121.93 121.93 121.99 121.90
S2 121.86 121.86 121.98
S3 121.67 121.74 121.96
S4 121.48 121.55 121.91
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 126.97 126.06 122.95
R3 125.45 124.54 122.53
R2 123.93 123.93 122.39
R1 123.02 123.02 122.25 122.72
PP 122.41 122.41 122.41 122.26
S1 121.50 121.50 121.97 121.20
S2 120.89 120.89 121.83
S3 119.37 119.98 121.69
S4 117.85 118.46 121.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.58 121.50 1.08 0.9% 0.18 0.1% 47% False False 51
10 123.32 121.50 1.82 1.5% 0.24 0.2% 28% False False 67
20 123.32 120.76 2.56 2.1% 0.12 0.1% 49% False False 75
40 123.32 120.44 2.88 2.4% 0.06 0.0% 55% False False 160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.97
2.618 122.66
1.618 122.47
1.000 122.35
0.618 122.28
HIGH 122.16
0.618 122.09
0.500 122.07
0.382 122.04
LOW 121.97
0.618 121.85
1.000 121.78
1.618 121.66
2.618 121.47
4.250 121.16
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 122.07 122.04
PP 122.05 122.03
S1 122.03 122.02

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

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