Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	126.51	126.53	0.02	0.0%	127.50
High	126.94	126.65	-0.29	-0.2%	127.54
Low	126.50	126.15	-0.35	-0.3%	126.15
Close	126.86	126.17	-0.69	-0.5%	126.17
Range	0.44	0.50	0.06	13.6%	1.39
ATR	0.47	0.49	0.02	3.6%	0.00
Volume	300	386	86	28.7%	2,337

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.82	127.50	126.45
R3	127.32	127.00	126.31
R2	126.82	126.82	126.26
R1	126.50	126.50	126.22	126.41
PP	126.32	126.32	126.32	126.28
S1	126.00	126.00	126.12	125.91
S2	125.82	125.82	126.08
S3	125.32	125.50	126.03
S4	124.82	125.00	125.90

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.79	129.87	126.93
R3	129.40	128.48	126.55
R2	128.01	128.01	126.42
R1	127.09	127.09	126.30	126.86
PP	126.62	126.62	126.62	126.50
S1	125.70	125.70	126.04	125.47
S2	125.23	125.23	125.92
S3	123.84	124.31	125.79
S4	122.45	122.92	125.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.54	126.15	1.39	1.1%	0.55	0.4%	1%	False	True	467
10	128.20	126.15	2.05	1.6%	0.49	0.4%	1%	False	True	257
20	128.20	126.08	2.12	1.7%	0.25	0.2%	4%	False	False	160
40	128.20	123.06	5.14	4.1%	0.14	0.1%	61%	False	False	264

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	0.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128.78
2.618	127.96
1.618	127.46
1.000	127.15
0.618	126.96
HIGH	126.65
0.618	126.46
0.500	126.40
0.382	126.34
LOW	126.15
0.618	125.84
1.000	125.65
1.618	125.34
2.618	124.84
4.250	124.03

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	126.40	126.63
PP	126.32	126.47
S1	126.25	126.32

Download as Excel Spreadsheet

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

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