Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 124.30 123.94 -0.36 -0.3% 123.58
High 124.30 124.06 -0.24 -0.2% 124.53
Low 123.88 123.22 -0.66 -0.5% 122.96
Close 123.91 123.98 0.07 0.1% 124.20
Range 0.42 0.84 0.42 100.0% 1.57
ATR 0.56 0.58 0.02 3.5% 0.00
Volume 795,493 1,251,304 455,811 57.3% 4,983,363
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 126.27 125.97 124.44
R3 125.43 125.13 124.21
R2 124.59 124.59 124.13
R1 124.29 124.29 124.06 124.44
PP 123.75 123.75 123.75 123.83
S1 123.45 123.45 123.90 123.60
S2 122.91 122.91 123.83
S3 122.07 122.61 123.75
S4 121.23 121.77 123.52
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 128.61 127.97 125.06
R3 127.04 126.40 124.63
R2 125.47 125.47 124.49
R1 124.83 124.83 124.34 125.15
PP 123.90 123.90 123.90 124.06
S1 123.26 123.26 124.06 123.58
S2 122.33 122.33 123.91
S3 120.76 121.69 123.77
S4 119.19 120.12 123.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.53 122.96 1.57 1.3% 0.68 0.5% 65% False False 1,090,594
10 124.53 122.81 1.72 1.4% 0.61 0.5% 68% False False 1,009,719
20 124.53 121.74 2.79 2.3% 0.53 0.4% 80% False False 869,251
40 124.53 120.84 3.69 3.0% 0.54 0.4% 85% False False 692,501
60 124.53 120.78 3.75 3.0% 0.53 0.4% 85% False False 511,367
80 124.53 120.20 4.33 3.5% 0.54 0.4% 87% False False 383,858
100 124.53 119.83 4.70 3.8% 0.51 0.4% 88% False False 307,167
120 124.53 119.83 4.70 3.8% 0.45 0.4% 88% False False 255,983
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 False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.63
2.618 126.26
1.618 125.42
1.000 124.90
0.618 124.58
HIGH 124.06
0.618 123.74
0.500 123.64
0.382 123.54
LOW 123.22
0.618 122.70
1.000 122.38
1.618 121.86
2.618 121.02
4.250 119.65
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 123.87 123.95
PP 123.75 123.91
S1 123.64 123.88

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

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