Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 124.30 124.32 0.02 0.0% 122.70
High 124.45 124.40 -0.05 0.0% 124.50
Low 124.06 123.94 -0.12 -0.1% 122.54
Close 124.33 124.20 -0.13 -0.1% 124.45
Range 0.39 0.46 0.07 17.9% 1.96
ATR 0.55 0.54 -0.01 -1.2% 0.00
Volume 632,735 972,211 339,476 53.7% 5,009,702
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.56 125.34 124.45
R3 125.10 124.88 124.33
R2 124.64 124.64 124.28
R1 124.42 124.42 124.24 124.30
PP 124.18 124.18 124.18 124.12
S1 123.96 123.96 124.16 123.84
S2 123.72 123.72 124.12
S3 123.26 123.50 124.07
S4 122.80 123.04 123.95
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 129.71 129.04 125.53
R3 127.75 127.08 124.99
R2 125.79 125.79 124.81
R1 125.12 125.12 124.63 125.46
PP 123.83 123.83 123.83 124.00
S1 123.16 123.16 124.27 123.50
S2 121.87 121.87 124.09
S3 119.91 121.20 123.91
S4 117.95 119.24 123.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.50 123.64 0.86 0.7% 0.43 0.3% 65% False False 930,282
10 124.50 122.54 1.96 1.6% 0.50 0.4% 85% False False 926,655
20 124.53 122.54 1.99 1.6% 0.54 0.4% 83% False False 964,969
40 124.53 120.84 3.69 3.0% 0.52 0.4% 91% False False 852,740
60 124.53 120.84 3.69 3.0% 0.53 0.4% 91% False False 724,160
80 124.53 120.36 4.17 3.4% 0.53 0.4% 92% False False 545,456
100 124.53 120.20 4.33 3.5% 0.53 0.4% 92% False False 436,564
120 124.53 119.83 4.70 3.8% 0.50 0.4% 93% False False 363,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.36
2.618 125.60
1.618 125.14
1.000 124.86
0.618 124.68
HIGH 124.40
0.618 124.22
0.500 124.17
0.382 124.12
LOW 123.94
0.618 123.66
1.000 123.48
1.618 123.20
2.618 122.74
4.250 121.99
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 124.19 124.22
PP 124.18 124.21
S1 124.17 124.21

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

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