Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 119.81 119.93 0.12 0.1% 120.12
High 120.03 119.99 -0.04 0.0% 120.30
Low 119.81 119.92 0.11 0.1% 119.80
Close 120.03 119.83 -0.20 -0.2% 119.80
Range 0.22 0.07 -0.15 -68.2% 0.50
ATR 0.40 0.38 -0.02 -5.2% 0.00
Volume 146 4 -142 -97.3% 109
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 120.12 120.05 119.87
R3 120.05 119.98 119.85
R2 119.98 119.98 119.84
R1 119.91 119.91 119.84 119.91
PP 119.91 119.91 119.91 119.92
S1 119.84 119.84 119.82 119.84
S2 119.84 119.84 119.82
S3 119.77 119.77 119.81
S4 119.70 119.70 119.79
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 121.47 121.13 120.08
R3 120.97 120.63 119.94
R2 120.47 120.47 119.89
R1 120.13 120.13 119.85 120.05
PP 119.97 119.97 119.97 119.93
S1 119.63 119.63 119.75 119.55
S2 119.47 119.47 119.71
S3 118.97 119.13 119.66
S4 118.47 118.63 119.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.13 119.52 0.61 0.5% 0.18 0.2% 51% False False 52
10 122.17 119.52 2.65 2.2% 0.27 0.2% 12% False False 108
20 122.23 119.52 2.71 2.3% 0.34 0.3% 11% False False 94
40 122.66 119.52 3.14 2.6% 0.17 0.1% 10% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 120.29
2.618 120.17
1.618 120.10
1.000 120.06
0.618 120.03
HIGH 119.99
0.618 119.96
0.500 119.96
0.382 119.95
LOW 119.92
0.618 119.88
1.000 119.85
1.618 119.81
2.618 119.74
4.250 119.62
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 119.96 119.81
PP 119.91 119.79
S1 119.87 119.78

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

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