Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 120.27 120.56 0.29 0.2% 121.04
High 120.55 121.29 0.74 0.6% 121.77
Low 120.20 120.56 0.36 0.3% 120.45
Close 120.50 121.21 0.71 0.6% 120.54
Range 0.35 0.73 0.38 108.6% 1.32
ATR 0.50 0.52 0.02 4.2% 0.00
Volume 444 485 41 9.2% 3,445
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 123.21 122.94 121.61
R3 122.48 122.21 121.41
R2 121.75 121.75 121.34
R1 121.48 121.48 121.28 121.62
PP 121.02 121.02 121.02 121.09
S1 120.75 120.75 121.14 120.89
S2 120.29 120.29 121.08
S3 119.56 120.02 121.01
S4 118.83 119.29 120.81
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.88 124.03 121.27
R3 123.56 122.71 120.90
R2 122.24 122.24 120.78
R1 121.39 121.39 120.66 121.16
PP 120.92 120.92 120.92 120.80
S1 120.07 120.07 120.42 119.84
S2 119.60 119.60 120.30
S3 118.28 118.75 120.18
S4 116.96 117.43 119.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.54 120.20 1.34 1.1% 0.47 0.4% 75% False False 852
10 122.08 120.20 1.88 1.6% 0.52 0.4% 54% False False 688
20 122.82 120.20 2.62 2.2% 0.48 0.4% 39% False False 688
40 122.82 119.83 2.99 2.5% 0.39 0.3% 46% False False 413
60 122.82 118.50 4.32 3.6% 0.28 0.2% 63% False False 315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.39
2.618 123.20
1.618 122.47
1.000 122.02
0.618 121.74
HIGH 121.29
0.618 121.01
0.500 120.93
0.382 120.84
LOW 120.56
0.618 120.11
1.000 119.83
1.618 119.38
2.618 118.65
4.250 117.46
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 121.12 121.06
PP 121.02 120.90
S1 120.93 120.75

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

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