Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 127.70 128.07 0.37 0.3% 125.91
High 127.87 128.29 0.42 0.3% 127.62
Low 127.70 128.03 0.33 0.3% 125.81
Close 127.74 127.95 0.21 0.2% 127.49
Range 0.17 0.26 0.09 52.9% 1.81
ATR 0.50 0.50 0.00 0.7% 0.00
Volume 14 17 3 21.4% 829
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 128.87 128.67 128.09
R3 128.61 128.41 128.02
R2 128.35 128.35 128.00
R1 128.15 128.15 127.97 128.12
PP 128.09 128.09 128.09 128.08
S1 127.89 127.89 127.93 127.86
S2 127.83 127.83 127.90
S3 127.57 127.63 127.88
S4 127.31 127.37 127.81
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 132.40 131.76 128.49
R3 130.59 129.95 127.99
R2 128.78 128.78 127.82
R1 128.14 128.14 127.66 128.46
PP 126.97 126.97 126.97 127.14
S1 126.33 126.33 127.32 126.65
S2 125.16 125.16 127.16
S3 123.35 124.52 126.99
S4 121.54 122.71 126.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.29 126.99 1.30 1.0% 0.30 0.2% 74% True False 66
10 128.29 125.81 2.48 1.9% 0.39 0.3% 86% True False 307
20 128.29 125.81 2.48 1.9% 0.38 0.3% 86% True False 180
40 128.29 123.49 4.80 3.8% 0.20 0.2% 93% True False 156
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
4.250 129.40
2.618 128.97
1.618 128.71
1.000 128.55
0.618 128.45
HIGH 128.29
0.618 128.19
0.500 128.16
0.382 128.13
LOW 128.03
0.618 127.87
1.000 127.77
1.618 127.61
2.618 127.35
4.250 126.93
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 128.16 127.87
PP 128.09 127.79
S1 128.02 127.72

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

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