Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 128.02 128.10 0.08 0.1% 125.91
High 128.18 128.10 -0.08 -0.1% 127.62
Low 127.80 127.95 0.15 0.1% 125.81
Close 127.91 128.08 0.17 0.1% 127.49
Range 0.38 0.15 -0.23 -60.5% 1.81
ATR 0.50 0.47 -0.02 -4.4% 0.00
Volume 239 7 -232 -97.1% 829
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 128.49 128.44 128.16
R3 128.34 128.29 128.12
R2 128.19 128.19 128.11
R1 128.14 128.14 128.09 128.09
PP 128.04 128.04 128.04 128.02
S1 127.99 127.99 128.07 127.94
S2 127.89 127.89 128.05
S3 127.74 127.84 128.04
S4 127.59 127.69 128.00
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
5 128.29 127.14 1.15 0.9% 0.29 0.2% 82% False False 68
10 128.29 125.81 2.48 1.9% 0.36 0.3% 92% False False 149
20 128.29 125.81 2.48 1.9% 0.40 0.3% 92% False False 183
40 128.29 123.49 4.80 3.7% 0.21 0.2% 96% False False 156
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 128.74
2.618 128.49
1.618 128.34
1.000 128.25
0.618 128.19
HIGH 128.10
0.618 128.04
0.500 128.03
0.382 128.01
LOW 127.95
0.618 127.86
1.000 127.80
1.618 127.71
2.618 127.56
4.250 127.31
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 128.06 128.07
PP 128.04 128.06
S1 128.03 128.05

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

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