Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 129.50 129.72 0.22 0.2% 130.69
High 129.84 129.99 0.15 0.1% 130.75
Low 129.40 129.56 0.16 0.1% 129.39
Close 129.65 129.84 0.19 0.1% 129.65
Range 0.44 0.43 -0.01 -2.3% 1.36
ATR 0.76 0.74 -0.02 -3.1% 0.00
Volume 757,026 573,219 -183,807 -24.3% 3,444,214
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.09 130.89 130.08
R3 130.66 130.46 129.96
R2 130.23 130.23 129.92
R1 130.03 130.03 129.88 130.13
PP 129.80 129.80 129.80 129.85
S1 129.60 129.60 129.80 129.70
S2 129.37 129.37 129.76
S3 128.94 129.17 129.72
S4 128.51 128.74 129.60
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.01 133.19 130.40
R3 132.65 131.83 130.02
R2 131.29 131.29 129.90
R1 130.47 130.47 129.77 130.20
PP 129.93 129.93 129.93 129.80
S1 129.11 129.11 129.53 128.84
S2 128.57 128.57 129.40
S3 127.21 127.75 129.28
S4 125.85 126.39 128.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.72 129.39 1.33 1.0% 0.59 0.5% 34% False False 668,115
10 132.36 129.39 2.97 2.3% 0.66 0.5% 15% False False 583,635
20 132.36 129.39 2.97 2.3% 0.69 0.5% 15% False False 614,075
40 133.29 129.08 4.21 3.2% 0.80 0.6% 18% False False 732,736
60 133.29 127.00 6.29 4.8% 0.76 0.6% 45% False False 491,550
80 133.29 126.01 7.28 5.6% 0.71 0.5% 53% False False 368,710
100 133.29 125.81 7.48 5.8% 0.65 0.5% 54% False False 295,005
120 133.29 123.63 9.66 7.4% 0.55 0.4% 64% False False 245,858
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131.82
2.618 131.12
1.618 130.69
1.000 130.42
0.618 130.26
HIGH 129.99
0.618 129.83
0.500 129.78
0.382 129.72
LOW 129.56
0.618 129.29
1.000 129.13
1.618 128.86
2.618 128.43
4.250 127.73
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 129.82 129.80
PP 129.80 129.76
S1 129.78 129.72

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

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