Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 119.95 119.93 -0.02 0.0% 122.01
High 120.13 119.93 -0.20 -0.2% 122.01
Low 119.92 119.80 -0.12 -0.1% 120.39
Close 120.09 119.80 -0.29 -0.2% 120.51
Range 0.21 0.13 -0.08 -38.1% 1.62
ATR 0.44 0.43 -0.01 -2.4% 0.00
Volume 16 83 67 418.8% 700
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 120.23 120.15 119.87
R3 120.10 120.02 119.84
R2 119.97 119.97 119.82
R1 119.89 119.89 119.81 119.87
PP 119.84 119.84 119.84 119.83
S1 119.76 119.76 119.79 119.74
S2 119.71 119.71 119.78
S3 119.58 119.63 119.76
S4 119.45 119.50 119.73
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 125.83 124.79 121.40
R3 124.21 123.17 120.96
R2 122.59 122.59 120.81
R1 121.55 121.55 120.66 121.26
PP 120.97 120.97 120.97 120.83
S1 119.93 119.93 120.36 119.64
S2 119.35 119.35 120.21
S3 117.73 118.31 120.06
S4 116.11 116.69 119.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.31 119.80 1.51 1.3% 0.28 0.2% 0% False True 78
10 122.17 119.80 2.37 2.0% 0.42 0.3% 0% False True 135
20 122.66 119.80 2.86 2.4% 0.31 0.3% 0% False True 101
40 122.66 119.80 2.86 2.4% 0.16 0.1% 0% False True 99
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.08
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 120.48
2.618 120.27
1.618 120.14
1.000 120.06
0.618 120.01
HIGH 119.93
0.618 119.88
0.500 119.87
0.382 119.85
LOW 119.80
0.618 119.72
1.000 119.67
1.618 119.59
2.618 119.46
4.250 119.25
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 119.87 120.05
PP 119.84 119.97
S1 119.82 119.88

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

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