Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 123.58 123.48 -0.10 -0.1% 123.24
High 123.63 123.58 -0.05 0.0% 123.70
Low 123.35 123.18 -0.17 -0.1% 122.81
Close 123.51 123.47 -0.04 0.0% 123.38
Range 0.28 0.40 0.12 42.9% 0.89
ATR 0.54 0.53 -0.01 -1.8% 0.00
Volume 673,031 904,157 231,126 34.3% 4,346,261
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 124.61 124.44 123.69
R3 124.21 124.04 123.58
R2 123.81 123.81 123.54
R1 123.64 123.64 123.51 123.53
PP 123.41 123.41 123.41 123.35
S1 123.24 123.24 123.43 123.13
S2 123.01 123.01 123.40
S3 122.61 122.84 123.36
S4 122.21 122.44 123.25
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 125.97 125.56 123.87
R3 125.08 124.67 123.62
R2 124.19 124.19 123.54
R1 123.78 123.78 123.46 123.99
PP 123.30 123.30 123.30 123.40
S1 122.89 122.89 123.30 123.10
S2 122.41 122.41 123.22
S3 121.52 122.00 123.14
S4 120.63 121.11 122.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.70 122.81 0.89 0.7% 0.55 0.4% 74% False False 928,844
10 123.70 122.29 1.41 1.1% 0.52 0.4% 84% False False 851,766
20 123.70 121.10 2.60 2.1% 0.49 0.4% 91% False False 762,249
40 123.72 120.84 2.88 2.3% 0.53 0.4% 91% False False 623,292
60 123.76 120.36 3.40 2.8% 0.53 0.4% 91% False False 420,683
80 123.76 120.20 3.56 2.9% 0.52 0.4% 92% False False 315,761
100 123.76 119.83 3.93 3.2% 0.49 0.4% 93% False False 252,640
120 123.76 118.73 5.03 4.1% 0.42 0.3% 94% False False 210,549
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 True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.28
2.618 124.63
1.618 124.23
1.000 123.98
0.618 123.83
HIGH 123.58
0.618 123.43
0.500 123.38
0.382 123.33
LOW 123.18
0.618 122.93
1.000 122.78
1.618 122.53
2.618 122.13
4.250 121.48
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 123.44 123.42
PP 123.41 123.37
S1 123.38 123.33

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

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