Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 126.51 126.53 0.02 0.0% 127.50
High 126.94 126.65 -0.29 -0.2% 127.54
Low 126.50 126.15 -0.35 -0.3% 126.15
Close 126.86 126.17 -0.69 -0.5% 126.17
Range 0.44 0.50 0.06 13.6% 1.39
ATR 0.47 0.49 0.02 3.6% 0.00
Volume 300 386 86 28.7% 2,337
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 127.82 127.50 126.45
R3 127.32 127.00 126.31
R2 126.82 126.82 126.26
R1 126.50 126.50 126.22 126.41
PP 126.32 126.32 126.32 126.28
S1 126.00 126.00 126.12 125.91
S2 125.82 125.82 126.08
S3 125.32 125.50 126.03
S4 124.82 125.00 125.90
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 130.79 129.87 126.93
R3 129.40 128.48 126.55
R2 128.01 128.01 126.42
R1 127.09 127.09 126.30 126.86
PP 126.62 126.62 126.62 126.50
S1 125.70 125.70 126.04 125.47
S2 125.23 125.23 125.92
S3 123.84 124.31 125.79
S4 122.45 122.92 125.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.54 126.15 1.39 1.1% 0.55 0.4% 1% False True 467
10 128.20 126.15 2.05 1.6% 0.49 0.4% 1% False True 257
20 128.20 126.08 2.12 1.7% 0.25 0.2% 4% False False 160
40 128.20 123.06 5.14 4.1% 0.14 0.1% 61% False False 264
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 0.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.78
2.618 127.96
1.618 127.46
1.000 127.15
0.618 126.96
HIGH 126.65
0.618 126.46
0.500 126.40
0.382 126.34
LOW 126.15
0.618 125.84
1.000 125.65
1.618 125.34
2.618 124.84
4.250 124.03
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 126.40 126.63
PP 126.32 126.47
S1 126.25 126.32

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

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