Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 130.61 130.02 -0.59 -0.5% 129.23
High 130.95 130.53 -0.42 -0.3% 130.87
Low 129.87 129.56 -0.31 -0.2% 129.16
Close 130.36 130.20 -0.16 -0.1% 130.25
Range 1.08 0.97 -0.11 -10.2% 1.71
ATR 0.78 0.79 0.01 1.8% 0.00
Volume 1,020,299 1,406,127 385,828 37.8% 3,676,784
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.01 132.57 130.73
R3 132.04 131.60 130.47
R2 131.07 131.07 130.38
R1 130.63 130.63 130.29 130.85
PP 130.10 130.10 130.10 130.21
S1 129.66 129.66 130.11 129.88
S2 129.13 129.13 130.02
S3 128.16 128.69 129.93
S4 127.19 127.72 129.67
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
5 130.95 129.33 1.62 1.2% 0.97 0.7% 54% False False 722,841
10 130.95 128.60 2.35 1.8% 0.81 0.6% 68% False False 795,498
20 131.84 128.52 3.32 2.5% 0.73 0.6% 51% False False 740,467
40 132.36 128.52 3.84 2.9% 0.77 0.6% 44% False False 760,714
60 133.29 128.52 4.77 3.7% 0.81 0.6% 35% False False 657,203
80 133.29 126.01 7.28 5.6% 0.75 0.6% 58% False False 493,619
100 133.29 126.01 7.28 5.6% 0.69 0.5% 58% False False 394,924
120 133.29 125.81 7.48 5.7% 0.63 0.5% 59% False False 329,135
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.65
2.618 133.07
1.618 132.10
1.000 131.50
0.618 131.13
HIGH 130.53
0.618 130.16
0.500 130.05
0.382 129.93
LOW 129.56
0.618 128.96
1.000 128.59
1.618 127.99
2.618 127.02
4.250 125.44
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 130.15 130.26
PP 130.10 130.24
S1 130.05 130.22

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

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