Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 131.81 131.45 -0.36 -0.3% 130.83
High 132.17 132.10 -0.07 -0.1% 132.20
Low 131.31 131.34 0.03 0.0% 130.63
Close 131.45 132.02 0.57 0.4% 131.31
Range 0.86 0.76 -0.10 -11.6% 1.57
ATR 0.88 0.87 -0.01 -0.9% 0.00
Volume 985,266 0 -985,266 -100.0% 4,296,087
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.10 133.82 132.44
R3 133.34 133.06 132.23
R2 132.58 132.58 132.16
R1 132.30 132.30 132.09 132.44
PP 131.82 131.82 131.82 131.89
S1 131.54 131.54 131.95 131.68
S2 131.06 131.06 131.88
S3 130.30 130.78 131.81
S4 129.54 130.02 131.60
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% 0.86 0.7% 89% False False 843,298
10 132.20 130.47 1.73 1.3% 0.85 0.6% 90% False False 826,252
20 132.20 129.08 3.12 2.4% 0.86 0.6% 94% False False 902,889
40 133.29 129.08 4.21 3.2% 0.84 0.6% 70% False False 559,140
60 133.29 126.01 7.28 5.5% 0.75 0.6% 83% False False 373,053
80 133.29 125.81 7.48 5.7% 0.66 0.5% 83% False False 279,823
100 133.29 125.81 7.48 5.7% 0.57 0.4% 83% False False 223,885
120 133.29 122.97 10.32 7.8% 0.48 0.4% 88% False False 186,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.33
2.618 134.09
1.618 133.33
1.000 132.86
0.618 132.57
HIGH 132.10
0.618 131.81
0.500 131.72
0.382 131.63
LOW 131.34
0.618 130.87
1.000 130.58
1.618 130.11
2.618 129.35
4.250 128.11
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 131.92 131.93
PP 131.82 131.83
S1 131.72 131.74

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

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