Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 129.23 128.87 -0.36 -0.3% 130.69
High 129.33 129.14 -0.19 -0.1% 130.75
Low 128.52 128.60 0.08 0.1% 129.39
Close 128.80 128.79 -0.01 0.0% 129.65
Range 0.81 0.54 -0.27 -33.3% 1.36
ATR 0.74 0.73 -0.01 -1.9% 0.00
Volume 1,183,010 860,607 -322,403 -27.3% 3,444,214
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 130.46 130.17 129.09
R3 129.92 129.63 128.94
R2 129.38 129.38 128.89
R1 129.09 129.09 128.84 128.97
PP 128.84 128.84 128.84 128.78
S1 128.55 128.55 128.74 128.43
S2 128.30 128.30 128.69
S3 127.76 128.01 128.64
S4 127.22 127.47 128.49
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
5 129.99 128.52 1.47 1.1% 0.56 0.4% 18% False False 846,188
10 131.29 128.52 2.77 2.2% 0.62 0.5% 10% False False 691,813
20 132.36 128.52 3.84 3.0% 0.67 0.5% 7% False False 639,897
40 132.36 128.52 3.84 3.0% 0.78 0.6% 7% False False 791,831
60 133.29 128.05 5.24 4.1% 0.77 0.6% 14% False False 539,759
80 133.29 126.01 7.28 5.7% 0.72 0.6% 38% False False 404,967
100 133.29 125.81 7.48 5.8% 0.66 0.5% 40% False False 324,011
120 133.29 124.43 8.86 6.9% 0.56 0.4% 49% False False 270,023
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.44
2.618 130.55
1.618 130.01
1.000 129.68
0.618 129.47
HIGH 129.14
0.618 128.93
0.500 128.87
0.382 128.81
LOW 128.60
0.618 128.27
1.000 128.06
1.618 127.73
2.618 127.19
4.250 126.31
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 128.87 129.16
PP 128.84 129.03
S1 128.82 128.91

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

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