Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 129.23 129.70 0.47 0.4% 129.72
High 130.03 130.09 0.06 0.0% 129.99
Low 129.16 129.57 0.41 0.3% 128.52
Close 129.68 129.78 0.10 0.1% 129.23
Range 0.87 0.52 -0.35 -40.2% 1.47
ATR 0.73 0.72 -0.02 -2.1% 0.00
Volume 839,951 803,273 -36,678 -4.4% 4,465,083
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 131.37 131.10 130.07
R3 130.85 130.58 129.92
R2 130.33 130.33 129.88
R1 130.06 130.06 129.83 130.20
PP 129.81 129.81 129.81 129.88
S1 129.54 129.54 129.73 129.68
S2 129.29 129.29 129.68
S3 128.77 129.02 129.64
S4 128.25 128.50 129.49
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
5 130.09 128.52 1.57 1.2% 0.67 0.5% 80% True False 935,601
10 130.45 128.52 1.93 1.5% 0.61 0.5% 65% False False 887,566
20 132.36 128.52 3.84 3.0% 0.65 0.5% 33% False False 632,401
40 132.36 128.52 3.84 3.0% 0.76 0.6% 33% False False 793,404
60 133.29 128.52 4.77 3.7% 0.78 0.6% 26% False False 583,589
80 133.29 126.01 7.28 5.6% 0.72 0.6% 52% False False 437,890
100 133.29 125.81 7.48 5.8% 0.66 0.5% 53% False False 350,354
120 133.29 125.47 7.82 6.0% 0.58 0.4% 55% False False 291,973
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132.30
2.618 131.45
1.618 130.93
1.000 130.61
0.618 130.41
HIGH 130.09
0.618 129.89
0.500 129.83
0.382 129.77
LOW 129.57
0.618 129.25
1.000 129.05
1.618 128.73
2.618 128.21
4.250 127.36
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 129.83 129.68
PP 129.81 129.57
S1 129.80 129.47

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

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