Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 122.30 122.55 0.25 0.2% 122.12
High 122.61 123.04 0.43 0.4% 122.71
Low 122.30 122.55 0.25 0.2% 121.90
Close 122.56 122.94 0.38 0.3% 122.56
Range 0.31 0.49 0.18 58.1% 0.81
ATR 0.37 0.38 0.01 2.3% 0.00
Volume 116 253 137 118.1% 638
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.31 124.12 123.21
R3 123.82 123.63 123.07
R2 123.33 123.33 123.03
R1 123.14 123.14 122.98 123.24
PP 122.84 122.84 122.84 122.89
S1 122.65 122.65 122.90 122.75
S2 122.35 122.35 122.85
S3 121.86 122.16 122.81
S4 121.37 121.67 122.67
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.82 124.50 123.01
R3 124.01 123.69 122.78
R2 123.20 123.20 122.71
R1 122.88 122.88 122.63 123.04
PP 122.39 122.39 122.39 122.47
S1 122.07 122.07 122.49 122.23
S2 121.58 121.58 122.41
S3 120.77 121.26 122.34
S4 119.96 120.45 122.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.04 121.95 1.09 0.9% 0.40 0.3% 91% True False 177
10 123.04 121.55 1.49 1.2% 0.40 0.3% 93% True False 128
20 123.32 121.50 1.82 1.5% 0.28 0.2% 79% False False 100
40 123.32 120.76 2.56 2.1% 0.14 0.1% 85% False False 142
60 123.32 119.39 3.93 3.2% 0.09 0.1% 90% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125.12
2.618 124.32
1.618 123.83
1.000 123.53
0.618 123.34
HIGH 123.04
0.618 122.85
0.500 122.80
0.382 122.74
LOW 122.55
0.618 122.25
1.000 122.06
1.618 121.76
2.618 121.27
4.250 120.47
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 122.89 122.85
PP 122.84 122.76
S1 122.80 122.67

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

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