Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	121.95	122.01	0.06	0.0%	121.62
High	122.17	122.01	-0.16	-0.1%	122.17
Low	121.95	121.52	-0.43	-0.4%	120.77
Close	122.12	121.64	-0.48	-0.4%	122.12
Range	0.22	0.49	0.27	122.7%	1.40
ATR	0.41	0.43	0.01	3.2%	0.00
Volume	114	418	304	266.7%	552

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.19	122.91	121.91
R3	122.70	122.42	121.77
R2	122.21	122.21	121.73
R1	121.93	121.93	121.68	121.83
PP	121.72	121.72	121.72	121.67
S1	121.44	121.44	121.60	121.34
S2	121.23	121.23	121.55
S3	120.74	120.95	121.51
S4	120.25	120.46	121.37

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.89	125.40	122.89
R3	124.49	124.00	122.51
R2	123.09	123.09	122.38
R1	122.60	122.60	122.25	122.85
PP	121.69	121.69	121.69	121.81
S1	121.20	121.20	121.99	121.45
S2	120.29	120.29	121.86
S3	118.89	119.80	121.74
S4	117.49	118.40	121.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.17	120.77	1.40	1.2%	0.56	0.5%	62%	False	False	192
10	122.23	120.77	1.46	1.2%	0.48	0.4%	60%	False	False	111
20	122.66	120.77	1.89	1.6%	0.25	0.2%	46%	False	False	113
40	122.66	119.80	2.86	2.4%	0.12	0.1%	64%	False	False	100

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	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.09
2.618	123.29
1.618	122.80
1.000	122.50
0.618	122.31
HIGH	122.01
0.618	121.82
0.500	121.77
0.382	121.71
LOW	121.52
0.618	121.22
1.000	121.03
1.618	120.73
2.618	120.24
4.250	119.44

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	121.77	121.81
PP	121.72	121.75
S1	121.68	121.70

Download as Excel Spreadsheet

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

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