Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 122.73 122.87 0.14 0.1% 121.32
High 122.85 123.34 0.49 0.4% 122.66
Low 122.29 122.62 0.33 0.3% 121.18
Close 122.48 123.15 0.67 0.5% 122.57
Range 0.56 0.72 0.16 28.6% 1.48
ATR 0.53 0.56 0.02 4.4% 0.00
Volume 766,388 1,005,313 238,925 31.2% 3,683,997
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 125.20 124.89 123.55
R3 124.48 124.17 123.35
R2 123.76 123.76 123.28
R1 123.45 123.45 123.22 123.61
PP 123.04 123.04 123.04 123.11
S1 122.73 122.73 123.08 122.89
S2 122.32 122.32 123.02
S3 121.60 122.01 122.95
S4 120.88 121.29 122.75
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
5 123.34 121.88 1.46 1.2% 0.49 0.4% 87% True False 713,689
10 123.34 121.11 2.23 1.8% 0.50 0.4% 91% True False 732,665
20 123.66 120.84 2.82 2.3% 0.50 0.4% 82% False False 562,017
40 123.76 120.84 2.92 2.4% 0.53 0.4% 79% False False 461,738
60 123.76 120.20 3.56 2.9% 0.53 0.4% 83% False False 308,400
80 123.76 120.20 3.56 2.9% 0.52 0.4% 83% False False 231,453
100 123.76 119.83 3.93 3.2% 0.46 0.4% 84% False False 185,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 126.40
2.618 125.22
1.618 124.50
1.000 124.06
0.618 123.78
HIGH 123.34
0.618 123.06
0.500 122.98
0.382 122.90
LOW 122.62
0.618 122.18
1.000 121.90
1.618 121.46
2.618 120.74
4.250 119.56
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 123.09 123.04
PP 123.04 122.93
S1 122.98 122.82

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

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