Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	122.00	121.87	-0.13	-0.1%	122.33
High	122.21	121.92	-0.29	-0.2%	122.66
Low	121.93	121.60	-0.33	-0.3%	121.48
Close	122.10	121.71	-0.39	-0.3%	121.39
Range	0.28	0.32	0.04	14.3%	1.18
ATR	0.33	0.34	0.01	3.8%	0.00
Volume	36	50	14	38.9%	624

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.70	122.53	121.89
R3	122.38	122.21	121.80
R2	122.06	122.06	121.77
R1	121.89	121.89	121.74	121.82
PP	121.74	121.74	121.74	121.71
S1	121.57	121.57	121.68	121.50
S2	121.42	121.42	121.65
S3	121.10	121.25	121.62
S4	120.78	120.93	121.53

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.38	124.57	122.04
R3	124.20	123.39	121.71
R2	123.02	123.02	121.61
R1	122.21	122.21	121.50	122.03
PP	121.84	121.84	121.84	121.75
S1	121.03	121.03	121.28	120.85
S2	120.66	120.66	121.17
S3	119.48	119.85	121.07
S4	118.30	118.67	120.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.23	121.48	0.75	0.6%	0.29	0.2%	31%	False	False	65
10	122.66	121.48	1.18	1.0%	0.15	0.1%	19%	False	False	89
20	122.66	120.02	2.64	2.2%	0.07	0.1%	64%	False	False	93

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.28
2.618	122.76
1.618	122.44
1.000	122.24
0.618	122.12
HIGH	121.92
0.618	121.80
0.500	121.76
0.382	121.72
LOW	121.60
0.618	121.40
1.000	121.28
1.618	121.08
2.618	120.76
4.250	120.24

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	121.76	121.86
PP	121.74	121.81
S1	121.73	121.76

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols