Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 129.70 129.69 -0.01 0.0% 129.72
High 130.09 130.32 0.23 0.2% 129.99
Low 129.57 129.68 0.11 0.1% 128.52
Close 129.78 130.24 0.46 0.4% 129.23
Range 0.52 0.64 0.12 23.1% 1.47
ATR 0.72 0.71 -0.01 -0.8% 0.00
Volume 803,273 845,780 42,507 5.3% 4,465,083
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 132.00 131.76 130.59
R3 131.36 131.12 130.42
R2 130.72 130.72 130.36
R1 130.48 130.48 130.30 130.60
PP 130.08 130.08 130.08 130.14
S1 129.84 129.84 130.18 129.96
S2 129.44 129.44 130.12
S3 128.80 129.20 130.06
S4 128.16 128.56 129.89
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
5 130.32 128.60 1.72 1.3% 0.64 0.5% 95% True False 868,155
10 130.32 128.52 1.80 1.4% 0.61 0.5% 96% True False 874,821
20 132.36 128.52 3.84 2.9% 0.65 0.5% 45% False False 674,690
40 132.36 128.52 3.84 2.9% 0.75 0.6% 45% False False 788,790
60 133.29 128.52 4.77 3.7% 0.77 0.6% 36% False False 597,657
80 133.29 126.01 7.28 5.6% 0.72 0.6% 58% False False 448,462
100 133.29 125.81 7.48 5.7% 0.66 0.5% 59% False False 358,796
120 133.29 125.81 7.48 5.7% 0.58 0.4% 59% False False 299,019
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.04
2.618 132.00
1.618 131.36
1.000 130.96
0.618 130.72
HIGH 130.32
0.618 130.08
0.500 130.00
0.382 129.92
LOW 129.68
0.618 129.28
1.000 129.04
1.618 128.64
2.618 128.00
4.250 126.96
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 130.16 130.07
PP 130.08 129.91
S1 130.00 129.74

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

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