Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 122.65 122.40 -0.25 -0.2% 122.54
High 122.69 122.68 -0.01 0.0% 123.02
Low 122.19 122.07 -0.12 -0.1% 122.07
Close 122.40 122.56 0.16 0.1% 122.56
Range 0.50 0.61 0.11 22.0% 0.95
ATR 0.46 0.47 0.01 2.3% 0.00
Volume 819,945 824,603 4,658 0.6% 3,765,203
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.27 124.02 122.90
R3 123.66 123.41 122.73
R2 123.05 123.05 122.67
R1 122.80 122.80 122.62 122.93
PP 122.44 122.44 122.44 122.50
S1 122.19 122.19 122.50 122.32
S2 121.83 121.83 122.45
S3 121.22 121.58 122.39
S4 120.61 120.97 122.22
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.40 124.93 123.08
R3 124.45 123.98 122.82
R2 123.50 123.50 122.73
R1 123.03 123.03 122.65 123.27
PP 122.55 122.55 122.55 122.67
S1 122.08 122.08 122.47 122.32
S2 121.60 121.60 122.39
S3 120.65 121.13 122.30
S4 119.70 120.18 122.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.02 122.07 0.95 0.8% 0.45 0.4% 52% False True 753,040
10 123.02 122.07 0.95 0.8% 0.45 0.4% 52% False True 628,220
20 123.03 121.10 1.93 1.6% 0.44 0.4% 76% False False 326,600
40 123.05 121.01 2.04 1.7% 0.45 0.4% 76% False False 163,637
60 123.05 119.52 3.53 2.9% 0.42 0.3% 86% False False 109,135
80 123.05 119.52 3.53 2.9% 0.34 0.3% 86% False False 81,871
100 123.05 119.52 3.53 2.9% 0.27 0.2% 86% False False 65,515
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 0.10
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125.27
2.618 124.28
1.618 123.67
1.000 123.29
0.618 123.06
HIGH 122.68
0.618 122.45
0.500 122.38
0.382 122.30
LOW 122.07
0.618 121.69
1.000 121.46
1.618 121.08
2.618 120.47
4.250 119.48
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 122.50 122.53
PP 122.44 122.50
S1 122.38 122.48

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

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