Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	120.00	120.10	0.10	0.1%	119.52
High	120.00	120.40	0.40	0.3%	120.40
Low	120.00	119.78	-0.22	-0.2%	119.52
Close	120.04	119.98	-0.06	0.0%	119.98
Range	0.00	0.62	0.62		0.88
ATR	0.37	0.39	0.02	4.9%	0.00
Volume	2	147	145	7,250.0%	314

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.91	121.57	120.32
R3	121.29	120.95	120.15
R2	120.67	120.67	120.09
R1	120.33	120.33	120.04	120.19
PP	120.05	120.05	120.05	119.99
S1	119.71	119.71	119.92	119.57
S2	119.43	119.43	119.87
S3	118.81	119.09	119.81
S4	118.19	118.47	119.64

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.61	122.17	120.46
R3	121.73	121.29	120.22
R2	120.85	120.85	120.14
R1	120.41	120.41	120.06	120.63
PP	119.97	119.97	119.97	120.08
S1	119.53	119.53	119.90	119.75
S2	119.09	119.09	119.82
S3	118.21	118.65	119.74
S4	117.33	117.77	119.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.40	119.52	0.88	0.7%	0.24	0.2%	52%	True	False	62
10	121.31	119.52	1.79	1.5%	0.26	0.2%	26%	False	False	70
20	122.23	119.52	2.71	2.3%	0.37	0.3%	17%	False	False	90
40	122.66	119.52	3.14	2.6%	0.19	0.2%	15%	False	False	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	123.04
2.618	122.02
1.618	121.40
1.000	121.02
0.618	120.78
HIGH	120.40
0.618	120.16
0.500	120.09
0.382	120.02
LOW	119.78
0.618	119.40
1.000	119.16
1.618	118.78
2.618	118.16
4.250	117.15

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	120.09	120.09
PP	120.05	120.05
S1	120.02	120.02

Download as Excel Spreadsheet

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

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