Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 123.38 123.02 -0.36 -0.3% 123.24
High 123.39 123.95 0.56 0.5% 123.70
Low 122.96 123.00 0.04 0.0% 122.81
Close 123.21 123.70 0.49 0.4% 123.38
Range 0.43 0.95 0.52 120.9% 0.89
ATR 0.53 0.56 0.03 5.8% 0.00
Volume 957,580 1,210,006 252,426 26.4% 4,346,261
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 126.40 126.00 124.22
R3 125.45 125.05 123.96
R2 124.50 124.50 123.87
R1 124.10 124.10 123.79 124.30
PP 123.55 123.55 123.55 123.65
S1 123.15 123.15 123.61 123.35
S2 122.60 122.60 123.53
S3 121.65 122.20 123.44
S4 120.70 121.25 123.18
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
5 123.95 122.95 1.00 0.8% 0.56 0.5% 75% True False 933,574
10 123.95 122.81 1.14 0.9% 0.53 0.4% 78% True False 891,355
20 123.95 121.11 2.84 2.3% 0.51 0.4% 91% True False 812,010
40 123.95 120.84 3.11 2.5% 0.54 0.4% 92% True False 663,511
60 123.95 120.36 3.59 2.9% 0.53 0.4% 93% True False 456,743
80 123.95 120.20 3.75 3.0% 0.53 0.4% 93% True False 342,803
100 123.95 119.83 4.12 3.3% 0.50 0.4% 94% True False 274,314
120 123.95 119.08 4.87 3.9% 0.43 0.3% 95% True False 228,611
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 0.11
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 127.99
2.618 126.44
1.618 125.49
1.000 124.90
0.618 124.54
HIGH 123.95
0.618 123.59
0.500 123.48
0.382 123.36
LOW 123.00
0.618 122.41
1.000 122.05
1.618 121.46
2.618 120.51
4.250 118.96
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 123.63 123.62
PP 123.55 123.54
S1 123.48 123.46

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

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