Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
30-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 119.93 119.52 -0.41 -0.3% 120.12
High 119.93 119.81 -0.12 -0.1% 120.30
Low 119.80 119.52 -0.28 -0.2% 119.80
Close 119.80 119.94 0.14 0.1% 119.80
Range 0.13 0.29 0.16 123.1% 0.50
ATR 0.43 0.42 -0.01 -2.3% 0.00
Volume 83 15 -68 -81.9% 109
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 120.63 120.57 120.10
R3 120.34 120.28 120.02
R2 120.05 120.05 119.99
R1 119.99 119.99 119.97 120.02
PP 119.76 119.76 119.76 119.77
S1 119.70 119.70 119.91 119.73
S2 119.47 119.47 119.89
S3 119.18 119.41 119.86
S4 118.89 119.12 119.78
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 121.47 121.13 120.08
R3 120.97 120.63 119.94
R2 120.47 120.47 119.89
R1 120.13 120.13 119.85 120.05
PP 119.97 119.97 119.97 119.93
S1 119.63 119.63 119.75 119.55
S2 119.47 119.47 119.71
S3 118.97 119.13 119.66
S4 118.47 118.63 119.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.86 119.52 1.34 1.1% 0.26 0.2% 31% False True 37
10 122.17 119.52 2.65 2.2% 0.39 0.3% 16% False True 132
20 122.66 119.52 3.14 2.6% 0.33 0.3% 13% False True 97
40 122.66 119.52 3.14 2.6% 0.16 0.1% 13% False True 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121.04
2.618 120.57
1.618 120.28
1.000 120.10
0.618 119.99
HIGH 119.81
0.618 119.70
0.500 119.67
0.382 119.63
LOW 119.52
0.618 119.34
1.000 119.23
1.618 119.05
2.618 118.76
4.250 118.29
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 119.85 119.90
PP 119.76 119.86
S1 119.67 119.83

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

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