Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 121.58 122.33 0.75 0.6% 122.14
High 122.47 123.05 0.58 0.5% 123.05
Low 121.54 122.32 0.78 0.6% 121.50
Close 122.23 122.72 0.49 0.4% 122.72
Range 0.93 0.73 -0.20 -21.5% 1.55
ATR 0.45 0.48 0.03 5.9% 0.00
Volume 551 2,360 1,809 328.3% 5,000
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 124.89 124.53 123.12
R3 124.16 123.80 122.92
R2 123.43 123.43 122.85
R1 123.07 123.07 122.79 123.25
PP 122.70 122.70 122.70 122.79
S1 122.34 122.34 122.65 122.52
S2 121.97 121.97 122.59
S3 121.24 121.61 122.52
S4 120.51 120.88 122.32
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 127.07 126.45 123.57
R3 125.52 124.90 123.15
R2 123.97 123.97 123.00
R1 123.35 123.35 122.86 123.66
PP 122.42 122.42 122.42 122.58
S1 121.80 121.80 122.58 122.11
S2 120.87 120.87 122.44
S3 119.32 120.25 122.29
S4 117.77 118.70 121.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.05 121.50 1.55 1.3% 0.50 0.4% 79% True False 1,000
10 123.05 121.50 1.55 1.3% 0.49 0.4% 79% True False 665
20 123.05 119.80 3.25 2.6% 0.44 0.4% 90% True False 414
40 123.05 119.52 3.53 2.9% 0.40 0.3% 91% True False 252
60 123.05 119.52 3.53 2.9% 0.27 0.2% 91% True False 202
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.15
2.618 124.96
1.618 124.23
1.000 123.78
0.618 123.50
HIGH 123.05
0.618 122.77
0.500 122.69
0.382 122.60
LOW 122.32
0.618 121.87
1.000 121.59
1.618 121.14
2.618 120.41
4.250 119.22
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 122.71 122.57
PP 122.70 122.42
S1 122.69 122.28

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

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