Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 120.02 120.51 0.49 0.4% 120.18
High 120.02 120.51 0.49 0.4% 120.57
Low 120.02 120.51 0.49 0.4% 120.02
Close 120.02 120.48 0.46 0.4% 120.02
Range
ATR 0.33 0.34 0.01 3.6% 0.00
Volume 90 240 150 166.7% 450
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 120.50 120.49 120.48
R3 120.50 120.49 120.48
R2 120.50 120.50 120.48
R1 120.49 120.49 120.48 120.50
PP 120.50 120.50 120.50 120.50
S1 120.49 120.49 120.48 120.50
S2 120.50 120.50 120.48
S3 120.50 120.49 120.48
S4 120.50 120.49 120.48
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 121.85 121.49 120.32
R3 121.30 120.94 120.17
R2 120.75 120.75 120.12
R1 120.39 120.39 120.07 120.30
PP 120.20 120.20 120.20 120.16
S1 119.84 119.84 119.97 119.75
S2 119.65 119.65 119.92
S3 119.10 119.29 119.87
S4 118.55 118.74 119.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.57 120.02 0.55 0.5% 0.00 0.0% 84% False False 120
10 120.69 119.80 0.89 0.7% 0.00 0.0% 76% False False 103
20 121.22 119.80 1.42 1.2% 0.00 0.0% 48% False False 90
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 120.51
2.618 120.51
1.618 120.51
1.000 120.51
0.618 120.51
HIGH 120.51
0.618 120.51
0.500 120.51
0.382 120.51
LOW 120.51
0.618 120.51
1.000 120.51
1.618 120.51
2.618 120.51
4.250 120.51
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 120.51 120.41
PP 120.50 120.34
S1 120.49 120.27

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

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