Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 123.66 123.28 -0.38 -0.3% 122.55
High 123.77 123.36 -0.41 -0.3% 123.39
Low 123.24 122.53 -0.71 -0.6% 122.45
Close 123.53 122.87 -0.66 -0.5% 123.19
Range 0.53 0.83 0.30 56.6% 0.94
ATR 0.47 0.50 0.04 8.2% 0.00
Volume 1,102,593 1,039,743 -62,850 -5.7% 3,583,237
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.41 124.97 123.33
R3 124.58 124.14 123.10
R2 123.75 123.75 123.02
R1 123.31 123.31 122.95 123.12
PP 122.92 122.92 122.92 122.82
S1 122.48 122.48 122.79 122.29
S2 122.09 122.09 122.72
S3 121.26 121.65 122.64
S4 120.43 120.82 122.41
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.83 125.45 123.71
R3 124.89 124.51 123.45
R2 123.95 123.95 123.36
R1 123.57 123.57 123.28 123.76
PP 123.01 123.01 123.01 123.11
S1 122.63 122.63 123.10 122.82
S2 122.07 122.07 123.02
S3 121.13 121.69 122.93
S4 120.19 120.75 122.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.78 122.53 1.25 1.0% 0.51 0.4% 27% False True 827,599
10 123.78 122.07 1.71 1.4% 0.51 0.4% 47% False False 782,265
20 123.78 122.07 1.71 1.4% 0.47 0.4% 47% False False 669,948
40 123.78 121.10 2.68 2.2% 0.47 0.4% 66% False False 338,533
60 123.78 119.52 4.26 3.5% 0.43 0.3% 79% False False 225,748
80 123.78 119.52 4.26 3.5% 0.40 0.3% 79% False False 169,337
100 123.78 119.52 4.26 3.5% 0.32 0.3% 79% False False 135,488
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 0.13
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 126.89
2.618 125.53
1.618 124.70
1.000 124.19
0.618 123.87
HIGH 123.36
0.618 123.04
0.500 122.95
0.382 122.85
LOW 122.53
0.618 122.02
1.000 121.70
1.618 121.19
2.618 120.36
4.250 119.00
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 122.95 123.16
PP 122.92 123.06
S1 122.90 122.97

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

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