Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 130.59 130.42 -0.17 -0.1% 129.23
High 130.87 130.75 -0.12 -0.1% 130.87
Low 129.95 130.27 0.32 0.2% 129.16
Close 130.25 130.51 0.26 0.2% 130.25
Range 0.92 0.48 -0.44 -47.8% 1.71
ATR 0.78 0.76 -0.02 -2.5% 0.00
Volume 1,187,780 0 -1,187,780 -100.0% 3,676,784
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 131.95 131.71 130.77
R3 131.47 131.23 130.64
R2 130.99 130.99 130.60
R1 130.75 130.75 130.55 130.87
PP 130.51 130.51 130.51 130.57
S1 130.27 130.27 130.47 130.39
S2 130.03 130.03 130.42
S3 129.55 129.79 130.38
S4 129.07 129.31 130.25
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.22 134.45 131.19
R3 133.51 132.74 130.72
R2 131.80 131.80 130.56
R1 131.03 131.03 130.41 131.42
PP 130.09 130.09 130.09 130.29
S1 129.32 129.32 130.09 129.71
S2 128.38 128.38 129.94
S3 126.67 127.61 129.78
S4 124.96 125.90 129.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.87 129.33 1.54 1.2% 0.80 0.6% 77% False False 567,366
10 130.87 128.52 2.35 1.8% 0.74 0.6% 85% False False 756,864
20 132.36 128.52 3.84 2.9% 0.70 0.5% 52% False False 670,250
40 132.36 128.52 3.84 2.9% 0.75 0.6% 52% False False 750,497
60 133.29 128.52 4.77 3.7% 0.79 0.6% 42% False False 617,275
80 133.29 126.01 7.28 5.6% 0.73 0.6% 62% False False 463,293
100 133.29 126.01 7.28 5.6% 0.68 0.5% 62% False False 370,664
120 133.29 125.81 7.48 5.7% 0.61 0.5% 63% False False 308,916
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132.79
2.618 132.01
1.618 131.53
1.000 131.23
0.618 131.05
HIGH 130.75
0.618 130.57
0.500 130.51
0.382 130.45
LOW 130.27
0.618 129.97
1.000 129.79
1.618 129.49
2.618 129.01
4.250 128.23
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 130.51 130.37
PP 130.51 130.24
S1 130.51 130.10

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

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