Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 122.72 122.94 0.22 0.2% 122.67
High 123.13 123.09 -0.04 0.0% 123.72
Low 122.61 122.37 -0.24 -0.2% 122.55
Close 122.97 122.48 -0.49 -0.4% 122.69
Range 0.52 0.72 0.20 38.5% 1.17
ATR 0.57 0.58 0.01 1.9% 0.00
Volume 465,806 704,569 238,763 51.3% 3,170,869
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.81 124.36 122.88
R3 124.09 123.64 122.68
R2 123.37 123.37 122.61
R1 122.92 122.92 122.55 122.79
PP 122.65 122.65 122.65 122.58
S1 122.20 122.20 122.41 122.07
S2 121.93 121.93 122.35
S3 121.21 121.48 122.28
S4 120.49 120.76 122.08
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 126.50 125.76 123.33
R3 125.33 124.59 123.01
R2 124.16 124.16 122.90
R1 123.42 123.42 122.80 123.79
PP 122.99 122.99 122.99 123.17
S1 122.25 122.25 122.58 122.62
S2 121.82 121.82 122.48
S3 120.65 121.08 122.37
S4 119.48 119.91 122.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.72 122.37 1.35 1.1% 0.54 0.4% 8% False True 583,790
10 123.72 122.34 1.38 1.1% 0.57 0.5% 10% False False 611,596
20 123.76 121.52 2.24 1.8% 0.52 0.4% 43% False False 328,721
40 123.76 120.20 3.56 2.9% 0.54 0.4% 64% False False 165,245
60 123.76 119.97 3.79 3.1% 0.52 0.4% 66% False False 110,353
80 123.76 119.83 3.93 3.2% 0.44 0.4% 67% False False 82,779
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 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126.15
2.618 124.97
1.618 124.25
1.000 123.81
0.618 123.53
HIGH 123.09
0.618 122.81
0.500 122.73
0.382 122.65
LOW 122.37
0.618 121.93
1.000 121.65
1.618 121.21
2.618 120.49
4.250 119.31
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 122.73 122.75
PP 122.65 122.66
S1 122.56 122.57

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

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