Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 121.29 121.36 0.07 0.1% 121.40
High 121.60 121.48 -0.12 -0.1% 121.70
Low 121.10 121.15 0.05 0.0% 121.02
Close 121.44 121.23 -0.21 -0.2% 121.19
Range 0.50 0.33 -0.17 -34.0% 0.68
ATR 0.61 0.59 -0.02 -3.3% 0.00
Volume 590,703 581,663 -9,040 -1.5% 586,481
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 122.28 122.08 121.41
R3 121.95 121.75 121.32
R2 121.62 121.62 121.29
R1 121.42 121.42 121.26 121.36
PP 121.29 121.29 121.29 121.25
S1 121.09 121.09 121.20 121.03
S2 120.96 120.96 121.17
S3 120.63 120.76 121.14
S4 120.30 120.43 121.05
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 123.34 122.95 121.56
R3 122.66 122.27 121.38
R2 121.98 121.98 121.31
R1 121.59 121.59 121.25 121.45
PP 121.30 121.30 121.30 121.23
S1 120.91 120.91 121.13 120.77
S2 120.62 120.62 121.07
S3 119.94 120.23 121.00
S4 119.26 119.55 120.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.63 120.84 0.79 0.7% 0.47 0.4% 49% False False 423,683
10 123.66 120.84 2.82 2.3% 0.51 0.4% 14% False False 391,370
20 123.72 120.84 2.88 2.4% 0.57 0.5% 14% False False 515,012
40 123.76 120.36 3.40 2.8% 0.54 0.4% 26% False False 279,109
60 123.76 120.20 3.56 2.9% 0.54 0.4% 29% False False 186,401
80 123.76 119.83 3.93 3.2% 0.49 0.4% 36% False False 139,890
100 123.76 119.08 4.68 3.9% 0.41 0.3% 46% False False 111,931
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.11
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 122.88
2.618 122.34
1.618 122.01
1.000 121.81
0.618 121.68
HIGH 121.48
0.618 121.35
0.500 121.32
0.382 121.28
LOW 121.15
0.618 120.95
1.000 120.82
1.618 120.62
2.618 120.29
4.250 119.75
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 121.32 121.23
PP 121.29 121.22
S1 121.26 121.22

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

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