Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 119.52 119.81 0.29 0.2% 120.12
High 119.81 120.03 0.22 0.2% 120.30
Low 119.52 119.81 0.29 0.2% 119.80
Close 119.94 120.03 0.09 0.1% 119.80
Range 0.29 0.22 -0.07 -24.1% 0.50
ATR 0.42 0.40 -0.01 -3.4% 0.00
Volume 15 146 131 873.3% 109
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 120.62 120.54 120.15
R3 120.40 120.32 120.09
R2 120.18 120.18 120.07
R1 120.10 120.10 120.05 120.14
PP 119.96 119.96 119.96 119.98
S1 119.88 119.88 120.01 119.92
S2 119.74 119.74 119.99
S3 119.52 119.66 119.97
S4 119.30 119.44 119.91
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
5 120.30 119.52 0.78 0.6% 0.21 0.2% 65% False False 54
10 122.17 119.52 2.65 2.2% 0.33 0.3% 19% False False 123
20 122.23 119.52 2.71 2.3% 0.34 0.3% 19% False False 99
40 122.66 119.52 3.14 2.6% 0.17 0.1% 16% False False 99
Crabel Price Patterns
NR True
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 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.97
2.618 120.61
1.618 120.39
1.000 120.25
0.618 120.17
HIGH 120.03
0.618 119.95
0.500 119.92
0.382 119.89
LOW 119.81
0.618 119.67
1.000 119.59
1.618 119.45
2.618 119.23
4.250 118.88
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 119.99 119.95
PP 119.96 119.86
S1 119.92 119.78

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

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