Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	127.70	128.07	0.37	0.3%	125.91
High	127.87	128.29	0.42	0.3%	127.62
Low	127.70	128.03	0.33	0.3%	125.81
Close	127.74	127.95	0.21	0.2%	127.49
Range	0.17	0.26	0.09	52.9%	1.81
ATR	0.50	0.50	0.00	0.7%	0.00
Volume	14	17	3	21.4%	829

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.87	128.67	128.09
R3	128.61	128.41	128.02
R2	128.35	128.35	128.00
R1	128.15	128.15	127.97	128.12
PP	128.09	128.09	128.09	128.08
S1	127.89	127.89	127.93	127.86
S2	127.83	127.83	127.90
S3	127.57	127.63	127.88
S4	127.31	127.37	127.81

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.40	131.76	128.49
R3	130.59	129.95	127.99
R2	128.78	128.78	127.82
R1	128.14	128.14	127.66	128.46
PP	126.97	126.97	126.97	127.14
S1	126.33	126.33	127.32	126.65
S2	125.16	125.16	127.16
S3	123.35	124.52	126.99
S4	121.54	122.71	126.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.29	126.99	1.30	1.0%	0.30	0.2%	74%	True	False	66
10	128.29	125.81	2.48	1.9%	0.39	0.3%	86%	True	False	307
20	128.29	125.81	2.48	1.9%	0.38	0.3%	86%	True	False	180
40	128.29	123.49	4.80	3.8%	0.20	0.2%	93%	True	False	156

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	0.04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129.40
2.618	128.97
1.618	128.71
1.000	128.55
0.618	128.45
HIGH	128.29
0.618	128.19
0.500	128.16
0.382	128.13
LOW	128.03
0.618	127.87
1.000	127.77
1.618	127.61
2.618	127.35
4.250	126.93

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	128.16	127.87
PP	128.09	127.79
S1	128.02	127.72

Download as Excel Spreadsheet

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

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