Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
18-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 122.69 122.73 0.04 0.0% 121.32
High 122.78 122.85 0.07 0.1% 122.66
Low 122.55 122.29 -0.26 -0.2% 121.18
Close 122.72 122.48 -0.24 -0.2% 122.57
Range 0.23 0.56 0.33 143.5% 1.48
ATR 0.53 0.53 0.00 0.4% 0.00
Volume 317,433 766,388 448,955 141.4% 3,683,997
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 124.22 123.91 122.79
R3 123.66 123.35 122.63
R2 123.10 123.10 122.58
R1 122.79 122.79 122.53 122.67
PP 122.54 122.54 122.54 122.48
S1 122.23 122.23 122.43 122.11
S2 121.98 121.98 122.38
S3 121.42 121.67 122.33
S4 120.86 121.11 122.17
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 126.58 126.05 123.38
R3 125.10 124.57 122.98
R2 123.62 123.62 122.84
R1 123.09 123.09 122.71 123.36
PP 122.14 122.14 122.14 122.27
S1 121.61 121.61 122.43 121.88
S2 120.66 120.66 122.30
S3 119.18 120.13 122.16
S4 117.70 118.65 121.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.85 121.86 0.99 0.8% 0.42 0.3% 63% True False 668,597
10 122.85 121.11 1.74 1.4% 0.46 0.4% 79% True False 690,300
20 123.66 120.84 2.82 2.3% 0.51 0.4% 58% False False 544,544
40 123.76 120.84 2.92 2.4% 0.52 0.4% 56% False False 436,633
60 123.76 120.20 3.56 2.9% 0.53 0.4% 64% False False 291,678
80 123.76 119.97 3.79 3.1% 0.52 0.4% 66% False False 218,901
100 123.76 119.83 3.93 3.2% 0.45 0.4% 67% False False 175,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125.23
2.618 124.32
1.618 123.76
1.000 123.41
0.618 123.20
HIGH 122.85
0.618 122.64
0.500 122.57
0.382 122.50
LOW 122.29
0.618 121.94
1.000 121.73
1.618 121.38
2.618 120.82
4.250 119.91
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 122.57 122.55
PP 122.54 122.52
S1 122.51 122.50

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

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