Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 121.53 122.40 0.87 0.7% 121.43
High 122.23 122.77 0.54 0.4% 122.77
Low 121.42 122.33 0.91 0.7% 121.10
Close 122.13 122.48 0.35 0.3% 122.48
Range 0.81 0.44 -0.37 -45.7% 1.67
ATR 0.41 0.43 0.02 3.9% 0.00
Volume 27 131 104 385.2% 964
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 123.85 123.60 122.72
R3 123.41 123.16 122.60
R2 122.97 122.97 122.56
R1 122.72 122.72 122.52 122.85
PP 122.53 122.53 122.53 122.59
S1 122.28 122.28 122.44 122.41
S2 122.09 122.09 122.40
S3 121.65 121.84 122.36
S4 121.21 121.40 122.24
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 127.13 126.47 123.40
R3 125.46 124.80 122.94
R2 123.79 123.79 122.79
R1 123.13 123.13 122.63 123.46
PP 122.12 122.12 122.12 122.28
S1 121.46 121.46 122.33 121.79
S2 120.45 120.45 122.17
S3 118.78 119.79 122.02
S4 117.11 118.12 121.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.77 121.10 1.67 1.4% 0.45 0.4% 83% True False 192
10 122.77 119.83 2.94 2.4% 0.38 0.3% 90% True False 237
20 122.77 119.83 2.94 2.4% 0.36 0.3% 90% True False 144
40 122.77 118.59 4.18 3.4% 0.20 0.2% 93% True False 119
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.64
2.618 123.92
1.618 123.48
1.000 123.21
0.618 123.04
HIGH 122.77
0.618 122.60
0.500 122.55
0.382 122.50
LOW 122.33
0.618 122.06
1.000 121.89
1.618 121.62
2.618 121.18
4.250 120.46
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 122.55 122.35
PP 122.53 122.22
S1 122.50 122.09

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

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