Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 128.56 128.34 -0.22 -0.2% 130.42
High 128.89 128.71 -0.18 -0.1% 130.95
Low 127.98 128.11 0.13 0.1% 129.08
Close 128.14 128.45 0.31 0.2% 129.41
Range 0.91 0.60 -0.31 -34.1% 1.87
ATR 0.86 0.84 -0.02 -2.2% 0.00
Volume 0 926,504 926,504 3,229,073
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.22 129.94 128.78
R3 129.62 129.34 128.62
R2 129.02 129.02 128.56
R1 128.74 128.74 128.51 128.88
PP 128.42 128.42 128.42 128.50
S1 128.14 128.14 128.40 128.28
S2 127.82 127.82 128.34
S3 127.22 127.54 128.29
S4 126.62 126.94 128.12
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% 0.92 0.7% 17% False False 510,500
10 130.95 127.98 2.97 2.3% 0.95 0.7% 16% False False 616,670
20 130.95 127.98 2.97 2.3% 0.78 0.6% 16% False False 745,746
40 132.36 127.98 4.38 3.4% 0.77 0.6% 11% False False 698,076
60 133.29 127.98 5.31 4.1% 0.81 0.6% 9% False False 698,809
80 133.29 126.01 7.28 5.7% 0.77 0.6% 34% False False 525,518
100 133.29 126.01 7.28 5.7% 0.72 0.6% 34% False False 420,445
120 133.29 125.81 7.48 5.8% 0.66 0.5% 35% False False 350,402
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 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131.26
2.618 130.28
1.618 129.68
1.000 129.31
0.618 129.08
HIGH 128.71
0.618 128.48
0.500 128.41
0.382 128.34
LOW 128.11
0.618 127.74
1.000 127.51
1.618 127.14
2.618 126.54
4.250 125.56
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 128.44 128.58
PP 128.42 128.53
S1 128.41 128.49

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

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