Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 121.28 121.50 0.22 0.2% 122.66
High 121.63 121.57 -0.06 0.0% 122.71
Low 121.26 121.02 -0.24 -0.2% 121.68
Close 121.49 121.19 -0.30 -0.2% 121.89
Range 0.37 0.55 0.18 48.6% 1.03
ATR 0.63 0.63 -0.01 -0.9% 0.00
Volume 215,251 261,375 46,124 21.4% 735,448
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 122.91 122.60 121.49
R3 122.36 122.05 121.34
R2 121.81 121.81 121.29
R1 121.50 121.50 121.24 121.38
PP 121.26 121.26 121.26 121.20
S1 120.95 120.95 121.14 120.83
S2 120.71 120.71 121.09
S3 120.16 120.40 121.04
S4 119.61 119.85 120.89
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 125.18 124.57 122.46
R3 124.15 123.54 122.17
R2 123.12 123.12 122.08
R1 122.51 122.51 121.98 122.30
PP 122.09 122.09 122.09 121.99
S1 121.48 121.48 121.80 121.27
S2 121.06 121.06 121.70
S3 120.03 120.45 121.61
S4 119.00 119.42 121.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.71 121.02 1.69 1.4% 0.50 0.4% 10% False True 264,385
10 123.66 121.02 2.64 2.2% 0.58 0.5% 6% False True 409,813
20 123.72 121.02 2.70 2.2% 0.55 0.5% 6% False True 466,999
40 123.76 120.36 3.40 2.8% 0.55 0.5% 24% False False 238,172
60 123.76 120.20 3.56 2.9% 0.53 0.4% 28% False False 159,112
80 123.76 119.83 3.93 3.2% 0.49 0.4% 35% False False 119,370
100 123.76 118.59 5.17 4.3% 0.40 0.3% 50% False False 95,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.91
2.618 123.01
1.618 122.46
1.000 122.12
0.618 121.91
HIGH 121.57
0.618 121.36
0.500 121.30
0.382 121.23
LOW 121.02
0.618 120.68
1.000 120.47
1.618 120.13
2.618 119.58
4.250 118.68
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 121.30 121.36
PP 121.26 121.30
S1 121.23 121.25

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

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