Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 124.32 124.30 -0.02 0.0% 122.70
High 124.40 124.34 -0.06 0.0% 124.50
Low 123.94 123.97 0.03 0.0% 122.54
Close 124.20 124.08 -0.12 -0.1% 124.45
Range 0.46 0.37 -0.09 -19.6% 1.96
ATR 0.54 0.53 -0.01 -2.3% 0.00
Volume 972,211 1,156,633 184,422 19.0% 5,009,702
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.24 125.03 124.28
R3 124.87 124.66 124.18
R2 124.50 124.50 124.15
R1 124.29 124.29 124.11 124.21
PP 124.13 124.13 124.13 124.09
S1 123.92 123.92 124.05 123.84
S2 123.76 123.76 124.01
S3 123.39 123.55 123.98
S4 123.02 123.18 123.88
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
5 124.50 123.94 0.56 0.5% 0.40 0.3% 25% False False 937,003
10 124.50 122.54 1.96 1.6% 0.51 0.4% 79% False False 974,259
20 124.53 122.54 1.99 1.6% 0.54 0.4% 77% False False 977,592
40 124.53 121.10 3.43 2.8% 0.51 0.4% 87% False False 869,921
60 124.53 120.84 3.69 3.0% 0.53 0.4% 88% False False 741,392
80 124.53 120.36 4.17 3.4% 0.53 0.4% 89% False False 559,911
100 124.53 120.20 4.33 3.5% 0.53 0.4% 90% False False 448,128
120 124.53 119.83 4.70 3.8% 0.50 0.4% 90% False False 373,465
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.91
2.618 125.31
1.618 124.94
1.000 124.71
0.618 124.57
HIGH 124.34
0.618 124.20
0.500 124.16
0.382 124.11
LOW 123.97
0.618 123.74
1.000 123.60
1.618 123.37
2.618 123.00
4.250 122.40
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 124.16 124.20
PP 124.13 124.16
S1 124.11 124.12

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

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