Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 127.85 126.91 -0.94 -0.7% 127.25
High 127.94 127.02 -0.92 -0.7% 129.20
Low 126.63 126.27 -0.36 -0.3% 127.13
Close 127.02 126.47 -0.55 -0.4% 127.35
Range 1.31 0.75 -0.56 -42.7% 2.07
ATR 0.95 0.94 -0.01 -1.5% 0.00
Volume 1,212,739 0 -1,212,739 -100.0% 2,907,769
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.84 128.40 126.88
R3 128.09 127.65 126.68
R2 127.34 127.34 126.61
R1 126.90 126.90 126.54 126.75
PP 126.59 126.59 126.59 126.51
S1 126.15 126.15 126.40 126.00
S2 125.84 125.84 126.33
S3 125.09 125.40 126.26
S4 124.34 124.65 126.06
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.10 132.80 128.49
R3 132.03 130.73 127.92
R2 129.96 129.96 127.73
R1 128.66 128.66 127.54 129.31
PP 127.89 127.89 127.89 128.22
S1 126.59 126.59 127.16 127.24
S2 125.82 125.82 126.97
S3 123.75 124.52 126.78
S4 121.68 122.45 126.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.07 126.27 1.80 1.4% 0.92 0.7% 11% False True 791,758
10 129.20 126.27 2.93 2.3% 0.96 0.8% 7% False True 735,118
20 130.95 126.27 4.68 3.7% 0.95 0.8% 4% False True 675,894
40 132.36 126.27 6.09 4.8% 0.80 0.6% 3% False True 675,292
60 132.36 126.27 6.09 4.8% 0.82 0.6% 3% False True 751,158
80 133.29 126.27 7.02 5.6% 0.82 0.6% 3% False True 617,216
100 133.29 126.01 7.28 5.8% 0.77 0.6% 6% False False 493,949
120 133.29 125.81 7.48 5.9% 0.71 0.6% 9% False False 411,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 130.21
2.618 128.98
1.618 128.23
1.000 127.77
0.618 127.48
HIGH 127.02
0.618 126.73
0.500 126.65
0.382 126.56
LOW 126.27
0.618 125.81
1.000 125.52
1.618 125.06
2.618 124.31
4.250 123.08
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 126.65 127.16
PP 126.59 126.93
S1 126.53 126.70

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

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