Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 120.41 120.48 0.07 0.1% 119.52
High 120.72 120.80 0.08 0.1% 120.40
Low 120.41 120.42 0.01 0.0% 119.52
Close 120.67 120.77 0.10 0.1% 119.98
Range 0.31 0.38 0.07 22.6% 0.88
ATR 0.40 0.40 0.00 -0.3% 0.00
Volume 89 264 175 196.6% 314
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 121.80 121.67 120.98
R3 121.42 121.29 120.87
R2 121.04 121.04 120.84
R1 120.91 120.91 120.80 120.98
PP 120.66 120.66 120.66 120.70
S1 120.53 120.53 120.74 120.60
S2 120.28 120.28 120.70
S3 119.90 120.15 120.67
S4 119.52 119.77 120.56
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 122.61 122.17 120.46
R3 121.73 121.29 120.22
R2 120.85 120.85 120.14
R1 120.41 120.41 120.06 120.63
PP 119.97 119.97 119.97 120.08
S1 119.53 119.53 119.90 119.75
S2 119.09 119.09 119.82
S3 118.21 118.65 119.74
S4 117.33 117.77 119.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.80 119.78 1.02 0.8% 0.36 0.3% 97% True False 102
10 120.80 119.52 1.28 1.1% 0.27 0.2% 98% True False 77
20 122.17 119.52 2.65 2.2% 0.36 0.3% 47% False False 104
40 122.66 119.52 3.14 2.6% 0.22 0.2% 40% False False 98
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.42
2.618 121.79
1.618 121.41
1.000 121.18
0.618 121.03
HIGH 120.80
0.618 120.65
0.500 120.61
0.382 120.57
LOW 120.42
0.618 120.19
1.000 120.04
1.618 119.81
2.618 119.43
4.250 118.81
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 120.72 120.61
PP 120.66 120.46
S1 120.61 120.30

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

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