Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 18-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 18-Jan-2010 Change Change % Previous Week
Open 120.99 121.18 0.19 0.2% 119.80
High 121.20 121.32 0.12 0.1% 121.20
Low 120.87 121.18 0.31 0.3% 119.80
Close 121.13 121.27 0.14 0.1% 121.13
Range 0.33 0.14 -0.19 -57.6% 1.40
ATR 0.39 0.38 -0.01 -3.7% 0.00
Volume 325 7 -318 -97.8% 961
Daily Pivots for day following 18-Jan-2010
Classic Woodie Camarilla DeMark
R4 121.68 121.61 121.35
R3 121.54 121.47 121.31
R2 121.40 121.40 121.30
R1 121.33 121.33 121.28 121.37
PP 121.26 121.26 121.26 121.27
S1 121.19 121.19 121.26 121.23
S2 121.12 121.12 121.24
S3 120.98 121.05 121.23
S4 120.84 120.91 121.19
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 124.91 124.42 121.90
R3 123.51 123.02 121.52
R2 122.11 122.11 121.39
R1 121.62 121.62 121.26 121.87
PP 120.71 120.71 120.71 120.83
S1 120.22 120.22 121.00 120.47
S2 119.31 119.31 120.87
S3 117.91 118.82 120.75
S4 116.51 117.42 120.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.32 120.41 0.91 0.8% 0.30 0.2% 95% True False 191
10 121.32 119.78 1.54 1.3% 0.29 0.2% 97% True False 126
20 122.17 119.52 2.65 2.2% 0.34 0.3% 66% False False 129
40 122.66 119.52 3.14 2.6% 0.24 0.2% 56% False False 104
60 122.66 119.52 3.14 2.6% 0.16 0.1% 56% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121.92
2.618 121.69
1.618 121.55
1.000 121.46
0.618 121.41
HIGH 121.32
0.618 121.27
0.500 121.25
0.382 121.23
LOW 121.18
0.618 121.09
1.000 121.04
1.618 120.95
2.618 120.81
4.250 120.59
Fisher Pivots for day following 18-Jan-2010
Pivot 1 day 3 day
R1 121.26 121.16
PP 121.26 121.05
S1 121.25 120.94

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

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