Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	120.91	121.15	0.24	0.2%	120.18
High	120.91	121.15	0.24	0.2%	120.57
Low	120.91	121.15	0.24	0.2%	120.02
Close	120.91	121.15	0.24	0.2%	120.02
Range
ATR	0.30	0.29	0.00	-1.3%	0.00
Volume	45	45	0	0.0%	450

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.15	121.15	121.15
R3	121.15	121.15	121.15
R2	121.15	121.15	121.15
R1	121.15	121.15	121.15	121.15
PP	121.15	121.15	121.15	121.15
S1	121.15	121.15	121.15	121.15
S2	121.15	121.15	121.15
S3	121.15	121.15	121.15
S4	121.15	121.15	121.15

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	121.15	120.02	1.13	0.9%	0.00	0.0%	100%	True	False	93
10	121.15	119.80	1.35	1.1%	0.00	0.0%	100%	True	False	91
20	121.15	119.80	1.35	1.1%	0.00	0.0%	100%	True	False	91

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	121.15
2.618	121.15
1.618	121.15
1.000	121.15
0.618	121.15
HIGH	121.15
0.618	121.15
0.500	121.15
0.382	121.15
LOW	121.15
0.618	121.15
1.000	121.15
1.618	121.15
2.618	121.15
4.250	121.15

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	121.15	121.05
PP	121.15	120.95
S1	121.15	120.85

Download as Excel Spreadsheet

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

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