Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 120.90 121.57 0.67 0.6% 120.27
High 121.80 121.77 -0.03 0.0% 121.80
Low 120.90 121.48 0.58 0.5% 120.20
Close 121.56 121.59 0.03 0.0% 121.56
Range 0.90 0.29 -0.61 -67.8% 1.60
ATR 0.55 0.53 -0.02 -3.4% 0.00
Volume 497 273 -224 -45.1% 7,340
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 122.48 122.33 121.75
R3 122.19 122.04 121.67
R2 121.90 121.90 121.64
R1 121.75 121.75 121.62 121.83
PP 121.61 121.61 121.61 121.65
S1 121.46 121.46 121.56 121.54
S2 121.32 121.32 121.54
S3 121.03 121.17 121.51
S4 120.74 120.88 121.43
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 125.99 125.37 122.44
R3 124.39 123.77 122.00
R2 122.79 122.79 121.85
R1 122.17 122.17 121.71 122.48
PP 121.19 121.19 121.19 121.34
S1 120.57 120.57 121.41 120.88
S2 119.59 119.59 121.27
S3 117.99 118.97 121.12
S4 116.39 117.37 120.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.80 120.56 1.24 1.0% 0.60 0.5% 83% False False 1,433
10 121.80 120.20 1.60 1.3% 0.54 0.4% 87% False False 1,098
20 122.82 120.20 2.62 2.2% 0.51 0.4% 53% False False 996
40 122.82 119.83 2.99 2.5% 0.43 0.4% 59% False False 575
60 122.82 118.73 4.09 3.4% 0.31 0.3% 70% False False 414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123.00
2.618 122.53
1.618 122.24
1.000 122.06
0.618 121.95
HIGH 121.77
0.618 121.66
0.500 121.63
0.382 121.59
LOW 121.48
0.618 121.30
1.000 121.19
1.618 121.01
2.618 120.72
4.250 120.25
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 121.63 121.49
PP 121.61 121.39
S1 121.60 121.30

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

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