Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	121.55	122.12	0.57	0.5%	121.50
High	121.95	122.12	0.17	0.1%	122.58
Low	121.55	121.90	0.35	0.3%	121.50
Close	121.91	122.07	0.16	0.1%	121.91
Range	0.40	0.22	-0.18	-45.0%	1.08
ATR	0.38	0.37	-0.01	-3.0%	0.00
Volume	172	4	-168	-97.7%	395

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.69	122.60	122.19
R3	122.47	122.38	122.13
R2	122.25	122.25	122.11
R1	122.16	122.16	122.09	122.10
PP	122.03	122.03	122.03	122.00
S1	121.94	121.94	122.05	121.88
S2	121.81	121.81	122.03
S3	121.59	121.72	122.01
S4	121.37	121.50	121.95

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.24	124.65	122.50
R3	124.16	123.57	122.21
R2	123.08	123.08	122.11
R1	122.49	122.49	122.01	122.79
PP	122.00	122.00	122.00	122.14
S1	121.41	121.41	121.81	121.71
S2	120.92	120.92	121.71
S3	119.84	120.33	121.61
S4	118.76	119.25	121.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.58	121.55	1.03	0.8%	0.39	0.3%	50%	False	False	79
10	123.32	121.50	1.82	1.5%	0.35	0.3%	31%	False	False	50
20	123.32	120.76	2.56	2.1%	0.17	0.1%	51%	False	False	74
40	123.32	120.68	2.64	2.2%	0.09	0.1%	53%	False	False	149

Crabel Price Patterns
NR	True
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123.06
2.618	122.70
1.618	122.48
1.000	122.34
0.618	122.26
HIGH	122.12
0.618	122.04
0.500	122.01
0.382	121.98
LOW	121.90
0.618	121.76
1.000	121.68
1.618	121.54
2.618	121.32
4.250	120.97

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	122.05	121.99
PP	122.03	121.91
S1	122.01	121.84

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols