Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 122.16 122.05 -0.11 -0.1% 122.43
High 122.16 122.05 -0.11 -0.1% 123.32
Low 121.97 121.60 -0.37 -0.3% 121.80
Close 122.01 121.75 -0.26 -0.2% 122.11
Range 0.19 0.45 0.26 136.8% 1.52
ATR 0.37 0.37 0.01 1.6% 0.00
Volume 93 64 -29 -31.2% 298
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 123.15 122.90 122.00
R3 122.70 122.45 121.87
R2 122.25 122.25 121.83
R1 122.00 122.00 121.79 121.90
PP 121.80 121.80 121.80 121.75
S1 121.55 121.55 121.71 121.45
S2 121.35 121.35 121.67
S3 120.90 121.10 121.63
S4 120.45 120.65 121.50
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% 0.27 0.2% 23% False False 54
10 123.32 121.50 1.82 1.5% 0.29 0.2% 14% False False 71
20 123.32 120.76 2.56 2.1% 0.14 0.1% 39% False False 70
40 123.32 120.68 2.64 2.2% 0.07 0.1% 41% False False 156
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.96
2.618 123.23
1.618 122.78
1.000 122.50
0.618 122.33
HIGH 122.05
0.618 121.88
0.500 121.83
0.382 121.77
LOW 121.60
0.618 121.32
1.000 121.15
1.618 120.87
2.618 120.42
4.250 119.69
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 121.83 122.09
PP 121.80 121.98
S1 121.78 121.86

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

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