Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 123.44 123.30 -0.14 -0.1% 122.69
High 123.51 123.61 0.10 0.1% 123.49
Low 123.16 122.97 -0.19 -0.2% 122.29
Close 123.28 123.38 0.10 0.1% 123.15
Range 0.35 0.64 0.29 82.9% 1.20
ATR 0.52 0.53 0.01 1.6% 0.00
Volume 733,356 1,082,891 349,535 47.7% 2,911,650
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 125.24 124.95 123.73
R3 124.60 124.31 123.56
R2 123.96 123.96 123.50
R1 123.67 123.67 123.44 123.82
PP 123.32 123.32 123.32 123.39
S1 123.03 123.03 123.32 123.18
S2 122.68 122.68 123.26
S3 122.04 122.39 123.20
S4 121.40 121.75 123.03
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 126.58 126.06 123.81
R3 125.38 124.86 123.48
R2 124.18 124.18 123.37
R1 123.66 123.66 123.26 123.92
PP 122.98 122.98 122.98 123.11
S1 122.46 122.46 123.04 122.72
S2 121.78 121.78 122.93
S3 120.58 121.26 122.82
S4 119.38 120.06 122.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.61 122.62 0.99 0.8% 0.51 0.4% 77% True False 837,989
10 123.61 121.86 1.75 1.4% 0.47 0.4% 87% True False 753,293
20 123.61 120.84 2.77 2.2% 0.48 0.4% 92% True False 636,977
40 123.76 120.84 2.92 2.4% 0.53 0.4% 87% False False 540,289
60 123.76 120.36 3.40 2.8% 0.53 0.4% 89% False False 361,439
80 123.76 120.20 3.56 2.9% 0.52 0.4% 89% False False 271,251
100 123.76 119.83 3.93 3.2% 0.48 0.4% 90% False False 217,029
120 123.76 118.50 5.26 4.3% 0.41 0.3% 93% False False 180,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.33
2.618 125.29
1.618 124.65
1.000 124.25
0.618 124.01
HIGH 123.61
0.618 123.37
0.500 123.29
0.382 123.21
LOW 122.97
0.618 122.57
1.000 122.33
1.618 121.93
2.618 121.29
4.250 120.25
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 123.35 123.34
PP 123.32 123.30
S1 123.29 123.27

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

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