Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 131.54 131.44 -0.10 -0.1% 130.83
High 131.57 131.88 0.31 0.2% 132.20
Low 130.63 131.36 0.73 0.6% 130.63
Close 131.31 131.71 0.40 0.3% 131.31
Range 0.94 0.52 -0.42 -44.7% 1.57
ATR 0.90 0.88 -0.02 -2.6% 0.00
Volume 1,115,596 683,443 -432,153 -38.7% 4,296,087
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.21 132.98 132.00
R3 132.69 132.46 131.85
R2 132.17 132.17 131.81
R1 131.94 131.94 131.76 132.06
PP 131.65 131.65 131.65 131.71
S1 131.42 131.42 131.66 131.54
S2 131.13 131.13 131.61
S3 130.61 130.90 131.57
S4 130.09 130.38 131.42
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 136.09 135.27 132.17
R3 134.52 133.70 131.74
R2 132.95 132.95 131.60
R1 132.13 132.13 131.45 132.54
PP 131.38 131.38 131.38 131.59
S1 130.56 130.56 131.17 130.97
S2 129.81 129.81 131.02
S3 128.24 128.99 130.88
S4 126.67 127.42 130.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.20 130.63 1.57 1.2% 0.79 0.6% 69% False False 836,659
10 132.20 129.24 2.96 2.2% 0.86 0.7% 83% False False 931,921
20 132.20 129.08 3.12 2.4% 0.88 0.7% 84% False False 973,254
40 133.29 128.41 4.88 3.7% 0.83 0.6% 68% False False 534,626
60 133.29 126.01 7.28 5.5% 0.74 0.6% 78% False False 356,640
80 133.29 125.81 7.48 5.7% 0.66 0.5% 79% False False 267,527
100 133.29 124.76 8.53 6.5% 0.56 0.4% 81% False False 214,037
120 133.29 122.50 10.79 8.2% 0.47 0.4% 85% False False 178,425
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 134.09
2.618 133.24
1.618 132.72
1.000 132.40
0.618 132.20
HIGH 131.88
0.618 131.68
0.500 131.62
0.382 131.56
LOW 131.36
0.618 131.04
1.000 130.84
1.618 130.52
2.618 130.00
4.250 129.15
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 131.68 131.61
PP 131.65 131.51
S1 131.62 131.42

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

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