Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 124.25 124.27 0.02 0.0% 124.30
High 124.44 124.38 -0.06 0.0% 124.45
Low 123.87 123.93 0.06 0.0% 123.87
Close 124.29 124.01 -0.28 -0.2% 124.01
Range 0.57 0.45 -0.12 -21.1% 0.58
ATR 0.53 0.53 -0.01 -1.1% 0.00
Volume 1,450,436 834,138 -616,298 -42.5% 5,046,153
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.46 125.18 124.26
R3 125.01 124.73 124.13
R2 124.56 124.56 124.09
R1 124.28 124.28 124.05 124.20
PP 124.11 124.11 124.11 124.06
S1 123.83 123.83 123.97 123.75
S2 123.66 123.66 123.93
S3 123.21 123.38 123.89
S4 122.76 122.93 123.76
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.85 125.51 124.33
R3 125.27 124.93 124.17
R2 124.69 124.69 124.12
R1 124.35 124.35 124.06 124.23
PP 124.11 124.11 124.11 124.05
S1 123.77 123.77 123.96 123.65
S2 123.53 123.53 123.90
S3 122.95 123.19 123.85
S4 122.37 122.61 123.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.45 123.87 0.58 0.5% 0.45 0.4% 24% False False 1,009,230
10 124.50 122.54 1.96 1.6% 0.51 0.4% 75% False False 1,005,585
20 124.53 122.54 1.99 1.6% 0.52 0.4% 74% False False 983,442
40 124.53 121.11 3.42 2.8% 0.52 0.4% 85% False False 897,726
60 124.53 120.84 3.69 3.0% 0.53 0.4% 86% False False 770,155
80 124.53 120.36 4.17 3.4% 0.53 0.4% 88% False False 588,417
100 124.53 120.20 4.33 3.5% 0.53 0.4% 88% False False 470,931
120 124.53 119.83 4.70 3.8% 0.50 0.4% 89% False False 392,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.29
2.618 125.56
1.618 125.11
1.000 124.83
0.618 124.66
HIGH 124.38
0.618 124.21
0.500 124.16
0.382 124.10
LOW 123.93
0.618 123.65
1.000 123.48
1.618 123.20
2.618 122.75
4.250 122.02
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 124.16 124.16
PP 124.11 124.11
S1 124.06 124.06

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

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