Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 125.15 123.49 -1.66 -1.3% 123.50
High 125.35 123.49 -1.86 -1.5% 125.35
Low 125.15 123.49 -1.66 -1.3% 123.50
Close 124.97 123.49 -1.48 -1.2% 124.97
Range 0.20 0.00 -0.20 -100.0% 1.85
ATR 0.29 0.38 0.08 28.9% 0.00
Volume 53 169 116 218.9% 1,951
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 123.49 123.49 123.49
R3 123.49 123.49 123.49
R2 123.49 123.49 123.49
R1 123.49 123.49 123.49 123.49
PP 123.49 123.49 123.49 123.49
S1 123.49 123.49 123.49 123.49
S2 123.49 123.49 123.49
S3 123.49 123.49 123.49
S4 123.49 123.49 123.49
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 130.16 129.41 125.99
R3 128.31 127.56 125.48
R2 126.46 126.46 125.31
R1 125.71 125.71 125.14 126.09
PP 124.61 124.61 124.61 124.79
S1 123.86 123.86 124.80 124.24
S2 122.76 122.76 124.63
S3 120.91 122.01 124.46
S4 119.06 120.16 123.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.35 123.49 1.86 1.5% 0.08 0.1% 0% False True 259
10 125.35 123.43 1.92 1.6% 0.04 0.0% 3% False False 541
20 125.35 121.98 3.37 2.7% 0.02 0.0% 45% False False 330
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 0.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.49
2.618 123.49
1.618 123.49
1.000 123.49
0.618 123.49
HIGH 123.49
0.618 123.49
0.500 123.49
0.382 123.49
LOW 123.49
0.618 123.49
1.000 123.49
1.618 123.49
2.618 123.49
4.250 123.49
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 123.49 124.42
PP 123.49 124.11
S1 123.49 123.80

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

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