Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 20-Apr-2010

Day Change Summary
	Previous	Current
	19-Apr-2010	20-Apr-2010	Change	Change %	Previous Week
Open	123.71	123.66	-0.05	0.0%	122.53
High	123.88	123.74	-0.14	-0.1%	123.74
Low	123.59	123.39	-0.20	-0.2%	122.11
Close	123.74	123.50	-0.24	-0.2%	123.65
Range	0.29	0.35	0.06	20.7%	1.63
ATR	0.52	0.51	-0.01	-2.3%	0.00
Volume	704,667	874,059	169,392	24.0%	4,591,799

Daily Pivots for day following 20-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.59	124.40	123.69
R3	124.24	124.05	123.60
R2	123.89	123.89	123.56
R1	123.70	123.70	123.53	123.62
PP	123.54	123.54	123.54	123.51
S1	123.35	123.35	123.47	123.27
S2	123.19	123.19	123.44
S3	122.84	123.00	123.40
S4	122.49	122.65	123.31

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.06	127.48	124.55
R3	126.43	125.85	124.10
R2	124.80	124.80	123.95
R1	124.22	124.22	123.80	124.51
PP	123.17	123.17	123.17	123.31
S1	122.59	122.59	123.50	122.88
S2	121.54	121.54	123.35
S3	119.91	120.96	123.20
S4	118.28	119.33	122.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.88	122.78	1.10	0.9%	0.43	0.3%	65%	False	False	887,659
10	123.88	122.11	1.77	1.4%	0.49	0.4%	79%	False	False	866,048
20	123.88	122.11	1.77	1.4%	0.49	0.4%	79%	False	False	831,582
40	123.88	121.10	2.78	2.3%	0.48	0.4%	86%	False	False	668,263
60	123.88	121.10	2.78	2.3%	0.47	0.4%	86%	False	False	445,995
80	123.88	119.52	4.36	3.5%	0.43	0.3%	91%	False	False	334,525
100	123.88	119.52	4.36	3.5%	0.39	0.3%	91%	False	False	267,643
120	123.88	119.52	4.36	3.5%	0.33	0.3%	91%	False	False	223,050

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.23
2.618	124.66
1.618	124.31
1.000	124.09
0.618	123.96
HIGH	123.74
0.618	123.61
0.500	123.57
0.382	123.52
LOW	123.39
0.618	123.17
1.000	123.04
1.618	122.82
2.618	122.47
4.250	121.90

Fisher Pivots for day following 20-Apr-2010
Pivot	1 day	3 day
R1	123.57	123.57
PP	123.54	123.54
S1	123.52	123.52

Download as Excel Spreadsheet

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

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