Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 30-Apr-2010

Day Change Summary
	Previous	Current
	29-Apr-2010	30-Apr-2010	Change	Change %	Previous Week
Open	124.75	124.59	-0.16	-0.1%	123.89
High	124.76	124.91	0.15	0.1%	125.51
Low	124.23	124.31	0.08	0.1%	123.77
Close	124.43	124.85	0.42	0.3%	124.85
Range	0.53	0.60	0.07	13.2%	1.74
ATR	0.62	0.62	0.00	-0.2%	0.00
Volume	951,400	821,376	-130,024	-13.7%	5,520,880

Daily Pivots for day following 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.49	126.27	125.18
R3	125.89	125.67	125.02
R2	125.29	125.29	124.96
R1	125.07	125.07	124.91	125.18
PP	124.69	124.69	124.69	124.75
S1	124.47	124.47	124.80	124.58
S2	124.09	124.09	124.74
S3	123.49	123.87	124.69
S4	122.89	123.27	124.52

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.93	129.13	125.81
R3	128.19	127.39	125.33
R2	126.45	126.45	125.17
R1	125.65	125.65	125.01	126.05
PP	124.71	124.71	124.71	124.91
S1	123.91	123.91	124.69	124.31
S2	122.97	122.97	124.53
S3	121.23	122.17	124.37
S4	119.49	120.43	123.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.51	123.77	1.74	1.4%	0.84	0.7%	62%	False	False	1,104,176
10	125.51	123.37	2.14	1.7%	0.66	0.5%	69%	False	False	1,027,160
20	125.51	122.11	3.40	2.7%	0.59	0.5%	81%	False	False	945,095
40	125.51	122.07	3.44	2.8%	0.53	0.4%	81%	False	False	857,254
60	125.51	121.10	4.41	3.5%	0.51	0.4%	85%	False	False	590,814
80	125.51	119.78	5.73	4.6%	0.48	0.4%	88%	False	False	443,179
100	125.51	119.52	5.99	4.8%	0.45	0.4%	89%	False	False	354,562
120	125.51	119.52	5.99	4.8%	0.38	0.3%	89%	False	False	295,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.46
2.618	126.48
1.618	125.88
1.000	125.51
0.618	125.28
HIGH	124.91
0.618	124.68
0.500	124.61
0.382	124.54
LOW	124.31
0.618	123.94
1.000	123.71
1.618	123.34
2.618	122.74
4.250	121.76

Fisher Pivots for day following 30-Apr-2010
Pivot	1 day	3 day
R1	124.77	124.87
PP	124.69	124.86
S1	124.61	124.86

Download as Excel Spreadsheet

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

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