Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 124.27 124.03 -0.24 -0.2% 124.30
High 124.38 124.13 -0.25 -0.2% 124.45
Low 123.93 123.96 0.03 0.0% 123.87
Close 124.01 124.00 -0.01 0.0% 124.01
Range 0.45 0.17 -0.28 -62.2% 0.58
ATR 0.53 0.50 -0.03 -4.8% 0.00
Volume 834,138 43,035 -791,103 -94.8% 5,046,153
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.54 124.44 124.09
R3 124.37 124.27 124.05
R2 124.20 124.20 124.03
R1 124.10 124.10 124.02 124.07
PP 124.03 124.03 124.03 124.01
S1 123.93 123.93 123.98 123.90
S2 123.86 123.86 123.97
S3 123.69 123.76 123.95
S4 123.52 123.59 123.91
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
5 124.44 123.87 0.57 0.5% 0.40 0.3% 23% False False 891,290
10 124.50 122.68 1.82 1.5% 0.49 0.4% 73% False False 950,100
20 124.50 122.54 1.96 1.6% 0.49 0.4% 74% False False 923,664
40 124.53 121.18 3.35 2.7% 0.51 0.4% 84% False False 880,560
60 124.53 120.84 3.69 3.0% 0.53 0.4% 86% False False 762,675
80 124.53 120.41 4.12 3.3% 0.52 0.4% 87% False False 588,886
100 124.53 120.20 4.33 3.5% 0.53 0.4% 88% False False 471,356
120 124.53 119.83 4.70 3.8% 0.50 0.4% 89% False False 392,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 124.85
2.618 124.58
1.618 124.41
1.000 124.30
0.618 124.24
HIGH 124.13
0.618 124.07
0.500 124.05
0.382 124.02
LOW 123.96
0.618 123.85
1.000 123.79
1.618 123.68
2.618 123.51
4.250 123.24
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 124.05 124.16
PP 124.03 124.10
S1 124.02 124.05

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

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