Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 119.80 120.41 0.61 0.5% 119.52
High 120.30 120.72 0.42 0.3% 120.40
Low 119.80 120.41 0.61 0.5% 119.52
Close 120.26 120.67 0.41 0.3% 119.98
Range 0.50 0.31 -0.19 -38.0% 0.88
ATR 0.39 0.40 0.00 1.2% 0.00
Volume 12 89 77 641.7% 314
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 121.53 121.41 120.84
R3 121.22 121.10 120.76
R2 120.91 120.91 120.73
R1 120.79 120.79 120.70 120.85
PP 120.60 120.60 120.60 120.63
S1 120.48 120.48 120.64 120.54
S2 120.29 120.29 120.61
S3 119.98 120.17 120.58
S4 119.67 119.86 120.50
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
5 120.72 119.78 0.94 0.8% 0.30 0.2% 95% True False 50
10 120.72 119.52 1.20 1.0% 0.26 0.2% 96% True False 52
20 122.17 119.52 2.65 2.2% 0.36 0.3% 43% False False 93
40 122.66 119.52 3.14 2.6% 0.21 0.2% 37% False False 94
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.04
2.618 121.53
1.618 121.22
1.000 121.03
0.618 120.91
HIGH 120.72
0.618 120.60
0.500 120.57
0.382 120.53
LOW 120.41
0.618 120.22
1.000 120.10
1.618 119.91
2.618 119.60
4.250 119.09
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 120.64 120.53
PP 120.60 120.39
S1 120.57 120.25

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

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