Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 128.80 128.56 -0.24 -0.2% 130.42
High 129.17 128.89 -0.28 -0.2% 130.95
Low 128.35 127.98 -0.37 -0.3% 129.08
Close 128.87 128.14 -0.73 -0.6% 129.41
Range 0.82 0.91 0.09 11.0% 1.87
ATR 0.86 0.86 0.00 0.4% 0.00
Volume 823,349 0 -823,349 -100.0% 3,229,073
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 131.07 130.51 128.64
R3 130.16 129.60 128.39
R2 129.25 129.25 128.31
R1 128.69 128.69 128.22 128.52
PP 128.34 128.34 128.34 128.25
S1 127.78 127.78 128.06 127.61
S2 127.43 127.43 127.97
S3 126.52 126.87 127.89
S4 125.61 125.96 127.64
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.42 134.29 130.44
R3 133.55 132.42 129.92
R2 131.68 131.68 129.75
R1 130.55 130.55 129.58 130.18
PP 129.81 129.81 129.81 129.63
S1 128.68 128.68 129.24 128.31
S2 127.94 127.94 129.07
S3 126.07 126.81 128.90
S4 124.20 124.94 128.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.68 127.98 2.70 2.1% 1.00 0.8% 6% False True 606,424
10 130.95 127.98 2.97 2.3% 0.95 0.7% 5% False True 608,598
20 130.95 127.98 2.97 2.3% 0.78 0.6% 5% False True 748,082
40 132.36 127.98 4.38 3.4% 0.78 0.6% 4% False True 704,303
60 133.29 127.98 5.31 4.1% 0.82 0.6% 3% False True 683,631
80 133.29 126.01 7.28 5.7% 0.77 0.6% 29% False False 513,938
100 133.29 126.01 7.28 5.7% 0.71 0.6% 29% False False 411,183
120 133.29 125.81 7.48 5.8% 0.66 0.5% 31% False False 342,682
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.76
2.618 131.27
1.618 130.36
1.000 129.80
0.618 129.45
HIGH 128.89
0.618 128.54
0.500 128.44
0.382 128.33
LOW 127.98
0.618 127.42
1.000 127.07
1.618 126.51
2.618 125.60
4.250 124.11
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 128.44 129.31
PP 128.34 128.92
S1 128.24 128.53

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

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