Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 128.92 129.23 0.31 0.2% 129.72
High 129.48 130.03 0.55 0.4% 129.99
Low 128.85 129.16 0.31 0.2% 128.52
Close 129.23 129.68 0.45 0.3% 129.23
Range 0.63 0.87 0.24 38.1% 1.47
ATR 0.72 0.73 0.01 1.4% 0.00
Volume 991,165 839,951 -151,214 -15.3% 4,465,083
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 132.23 131.83 130.16
R3 131.36 130.96 129.92
R2 130.49 130.49 129.84
R1 130.09 130.09 129.76 130.29
PP 129.62 129.62 129.62 129.73
S1 129.22 129.22 129.60 129.42
S2 128.75 128.75 129.52
S3 127.88 128.35 129.44
S4 127.01 127.48 129.20
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.66 132.91 130.04
R3 132.19 131.44 129.63
R2 130.72 130.72 129.50
R1 129.97 129.97 129.36 129.61
PP 129.25 129.25 129.25 129.07
S1 128.50 128.50 129.10 128.14
S2 127.78 127.78 128.96
S3 126.31 127.03 128.83
S4 124.84 125.56 128.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.03 128.52 1.51 1.2% 0.69 0.5% 77% True False 946,363
10 130.72 128.52 2.20 1.7% 0.64 0.5% 53% False False 807,239
20 132.36 128.52 3.84 3.0% 0.67 0.5% 30% False False 641,501
40 132.36 128.52 3.84 3.0% 0.77 0.6% 30% False False 807,377
60 133.29 128.41 4.88 3.8% 0.78 0.6% 26% False False 570,251
80 133.29 126.01 7.28 5.6% 0.72 0.6% 50% False False 427,855
100 133.29 125.81 7.48 5.8% 0.66 0.5% 52% False False 342,322
120 133.29 124.76 8.53 6.6% 0.57 0.4% 58% False False 285,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133.73
2.618 132.31
1.618 131.44
1.000 130.90
0.618 130.57
HIGH 130.03
0.618 129.70
0.500 129.60
0.382 129.49
LOW 129.16
0.618 128.62
1.000 128.29
1.618 127.75
2.618 126.88
4.250 125.46
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 129.65 129.56
PP 129.62 129.44
S1 129.60 129.32

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

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