Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 122.70 122.88 0.18 0.1% 123.37
High 122.90 123.87 0.97 0.8% 123.61
Low 122.54 122.68 0.14 0.1% 122.56
Close 122.82 123.67 0.85 0.7% 122.66
Range 0.36 1.19 0.83 230.6% 1.05
ATR 0.54 0.59 0.05 8.5% 0.00
Volume 597,890 1,365,345 767,455 128.4% 2,946,259
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 126.98 126.51 124.32
R3 125.79 125.32 124.00
R2 124.60 124.60 123.89
R1 124.13 124.13 123.78 124.37
PP 123.41 123.41 123.41 123.52
S1 122.94 122.94 123.56 123.18
S2 122.22 122.22 123.45
S3 121.03 121.75 123.34
S4 119.84 120.56 123.02
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
5 123.87 122.54 1.33 1.1% 0.58 0.5% 85% True False 923,028
10 124.06 122.54 1.52 1.2% 0.57 0.5% 74% False False 954,214
20 124.53 122.54 1.99 1.6% 0.57 0.5% 57% False False 956,069
40 124.53 120.84 3.69 3.0% 0.53 0.4% 77% False False 769,503
60 124.53 120.84 3.69 3.0% 0.54 0.4% 77% False False 649,119
80 124.53 120.20 4.33 3.5% 0.54 0.4% 80% False False 487,405
100 124.53 120.20 4.33 3.5% 0.53 0.4% 80% False False 390,059
120 124.53 119.83 4.70 3.8% 0.49 0.4% 82% False False 325,067
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 0.14
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 128.93
2.618 126.99
1.618 125.80
1.000 125.06
0.618 124.61
HIGH 123.87
0.618 123.42
0.500 123.28
0.382 123.13
LOW 122.68
0.618 121.94
1.000 121.49
1.618 120.75
2.618 119.56
4.250 117.62
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 123.54 123.52
PP 123.41 123.36
S1 123.28 123.21

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

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