Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 122.74 122.92 0.18 0.1% 123.17
High 123.13 123.32 0.19 0.2% 123.78
Low 122.62 122.77 0.15 0.1% 122.53
Close 122.97 123.18 0.21 0.2% 122.74
Range 0.51 0.55 0.04 7.8% 1.25
ATR 0.49 0.49 0.00 0.9% 0.00
Volume 631,128 800,621 169,493 26.9% 4,153,415
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.74 124.51 123.48
R3 124.19 123.96 123.33
R2 123.64 123.64 123.28
R1 123.41 123.41 123.23 123.53
PP 123.09 123.09 123.09 123.15
S1 122.86 122.86 123.13 122.98
S2 122.54 122.54 123.08
S3 121.99 122.31 123.03
S4 121.44 121.76 122.88
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 126.77 126.00 123.43
R3 125.52 124.75 123.08
R2 124.27 124.27 122.97
R1 123.50 123.50 122.85 123.26
PP 123.02 123.02 123.02 122.90
S1 122.25 122.25 122.63 122.01
S2 121.77 121.77 122.51
S3 120.52 121.00 122.40
S4 119.27 119.75 122.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.77 122.53 1.24 1.0% 0.54 0.4% 52% False False 862,536
10 123.78 122.53 1.25 1.0% 0.47 0.4% 52% False False 786,440
20 123.78 122.07 1.71 1.4% 0.47 0.4% 65% False False 755,300
40 123.78 121.10 2.68 2.2% 0.48 0.4% 78% False False 392,756
60 123.78 119.78 4.00 3.2% 0.44 0.4% 85% False False 261,917
80 123.78 119.52 4.26 3.5% 0.42 0.3% 86% False False 196,462
100 123.78 119.52 4.26 3.5% 0.33 0.3% 86% False False 157,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.66
2.618 124.76
1.618 124.21
1.000 123.87
0.618 123.66
HIGH 123.32
0.618 123.11
0.500 123.05
0.382 122.98
LOW 122.77
0.618 122.43
1.000 122.22
1.618 121.88
2.618 121.33
4.250 120.43
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 123.14 123.11
PP 123.09 123.03
S1 123.05 122.96

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

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