Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 130.39 129.87 -0.52 -0.4% 131.73
High 130.45 130.04 -0.41 -0.3% 132.36
Low 129.81 129.39 -0.42 -0.3% 130.34
Close 129.95 129.62 -0.33 -0.3% 130.72
Range 0.64 0.65 0.01 1.6% 2.02
ATR 0.80 0.79 -0.01 -1.3% 0.00
Volume 973,226 1,037,104 63,878 6.6% 2,185,788
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.63 131.28 129.98
R3 130.98 130.63 129.80
R2 130.33 130.33 129.74
R1 129.98 129.98 129.68 129.83
PP 129.68 129.68 129.68 129.61
S1 129.33 129.33 129.56 129.18
S2 129.03 129.03 129.50
S3 128.38 128.68 129.44
S4 127.73 128.03 129.26
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 137.20 135.98 131.83
R3 135.18 133.96 131.28
R2 133.16 133.16 131.09
R1 131.94 131.94 130.91 131.54
PP 131.14 131.14 131.14 130.94
S1 129.92 129.92 130.53 129.52
S2 129.12 129.12 130.35
S3 127.10 127.90 130.16
S4 125.08 125.88 129.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.29 129.39 1.90 1.5% 0.68 0.5% 12% False True 537,437
10 132.36 129.39 2.97 2.3% 0.69 0.5% 8% False True 487,297
20 132.36 129.39 2.97 2.3% 0.74 0.6% 8% False True 643,630
40 133.29 129.08 4.21 3.2% 0.83 0.6% 13% False False 701,003
60 133.29 126.66 6.63 5.1% 0.76 0.6% 45% False False 469,386
80 133.29 126.01 7.28 5.6% 0.71 0.5% 50% False False 352,084
100 133.29 125.81 7.48 5.8% 0.65 0.5% 51% False False 281,704
120 133.29 123.49 9.80 7.6% 0.54 0.4% 63% False False 234,775
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.80
2.618 131.74
1.618 131.09
1.000 130.69
0.618 130.44
HIGH 130.04
0.618 129.79
0.500 129.72
0.382 129.64
LOW 129.39
0.618 128.99
1.000 128.74
1.618 128.34
2.618 127.69
4.250 126.63
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 129.72 130.06
PP 129.68 129.91
S1 129.65 129.77

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

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