Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 122.95 122.70 -0.25 -0.2% 123.37
High 123.05 122.90 -0.15 -0.1% 123.61
Low 122.56 122.54 -0.02 0.0% 122.56
Close 122.66 122.82 0.16 0.1% 122.66
Range 0.49 0.36 -0.13 -26.5% 1.05
ATR 0.56 0.54 -0.01 -2.5% 0.00
Volume 941,915 597,890 -344,025 -36.5% 2,946,259
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 123.83 123.69 123.02
R3 123.47 123.33 122.92
R2 123.11 123.11 122.89
R1 122.97 122.97 122.85 123.04
PP 122.75 122.75 122.75 122.79
S1 122.61 122.61 122.79 122.68
S2 122.39 122.39 122.75
S3 122.03 122.25 122.72
S4 121.67 121.89 122.62
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 126.09 125.43 123.24
R3 125.04 124.38 122.95
R2 123.99 123.99 122.85
R1 123.33 123.33 122.76 123.14
PP 122.94 122.94 122.94 122.85
S1 122.28 122.28 122.56 122.09
S2 121.89 121.89 122.47
S3 120.84 121.23 122.37
S4 119.79 120.18 122.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.61 122.54 1.07 0.9% 0.39 0.3% 26% False True 708,829
10 124.30 122.54 1.76 1.4% 0.49 0.4% 16% False True 897,229
20 124.53 122.54 1.99 1.6% 0.52 0.4% 14% False True 915,095
40 124.53 120.84 3.69 3.0% 0.50 0.4% 54% False False 744,313
60 124.53 120.84 3.69 3.0% 0.53 0.4% 54% False False 626,468
80 124.53 120.20 4.33 3.5% 0.53 0.4% 61% False False 470,350
100 124.53 120.20 4.33 3.5% 0.52 0.4% 61% False False 376,406
120 124.53 119.83 4.70 3.8% 0.48 0.4% 64% False False 313,691
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.43
2.618 123.84
1.618 123.48
1.000 123.26
0.618 123.12
HIGH 122.90
0.618 122.76
0.500 122.72
0.382 122.68
LOW 122.54
0.618 122.32
1.000 122.18
1.618 121.96
2.618 121.60
4.250 121.01
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 122.79 122.98
PP 122.75 122.93
S1 122.72 122.87

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

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