Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 121.50 122.58 1.08 0.9% 122.43
High 121.50 122.58 1.08 0.9% 123.32
Low 121.50 121.88 0.38 0.3% 121.80
Close 122.07 122.22 0.15 0.1% 122.11
Range 0.00 0.70 0.70 1.52
ATR 0.35 0.38 0.02 7.0% 0.00
Volume 1 65 64 6,400.0% 298
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.33 123.97 122.61
R3 123.63 123.27 122.41
R2 122.93 122.93 122.35
R1 122.57 122.57 122.28 122.40
PP 122.23 122.23 122.23 122.14
S1 121.87 121.87 122.16 121.70
S2 121.53 121.53 122.09
S3 120.83 121.17 122.03
S4 120.13 120.47 121.84
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 126.97 126.06 122.95
R3 125.45 124.54 122.53
R2 123.93 123.93 122.39
R1 123.02 123.02 122.25 122.72
PP 122.41 122.41 122.41 122.26
S1 121.50 121.50 121.97 121.20
S2 120.89 120.89 121.83
S3 119.37 119.98 121.69
S4 117.85 118.46 121.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.58 121.50 1.08 0.9% 0.14 0.1% 67% True False 33
10 123.32 121.50 1.82 1.5% 0.22 0.2% 40% False False 68
20 123.32 120.76 2.56 2.1% 0.11 0.1% 57% False False 78
40 123.32 120.40 2.92 2.4% 0.06 0.0% 62% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.56
2.618 124.41
1.618 123.71
1.000 123.28
0.618 123.01
HIGH 122.58
0.618 122.31
0.500 122.23
0.382 122.15
LOW 121.88
0.618 121.45
1.000 121.18
1.618 120.75
2.618 120.05
4.250 118.91
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 122.23 122.16
PP 122.23 122.10
S1 122.22 122.04

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

View Archives - Comment on this page... - Back to Index of Symbols