Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
05-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 127.95 128.10 0.15 0.1% 127.70
High 128.30 128.10 -0.20 -0.2% 128.29
Low 127.95 127.62 -0.33 -0.3% 127.70
Close 128.21 127.81 -0.40 -0.3% 127.83
Range 0.35 0.48 0.13 37.1% 0.59
ATR 0.46 0.47 0.01 2.0% 0.00
Volume 34 88 54 158.8% 386
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 129.28 129.03 128.07
R3 128.80 128.55 127.94
R2 128.32 128.32 127.90
R1 128.07 128.07 127.85 127.96
PP 127.84 127.84 127.84 127.79
S1 127.59 127.59 127.77 127.48
S2 127.36 127.36 127.72
S3 126.88 127.11 127.68
S4 126.40 126.63 127.55
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 129.71 129.36 128.15
R3 129.12 128.77 127.99
R2 128.53 128.53 127.94
R1 128.18 128.18 127.88 128.36
PP 127.94 127.94 127.94 128.03
S1 127.59 127.59 127.78 127.77
S2 127.35 127.35 127.72
S3 126.76 127.00 127.67
S4 126.17 126.41 127.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.30 127.62 0.68 0.5% 0.32 0.3% 28% False True 95
10 128.30 126.99 1.31 1.0% 0.31 0.2% 63% False False 80
20 128.30 125.81 2.49 1.9% 0.44 0.3% 80% False False 187
40 128.30 123.63 4.67 3.7% 0.23 0.2% 90% False False 148
60 128.30 122.14 6.16 4.8% 0.16 0.1% 92% False False 213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 130.14
2.618 129.36
1.618 128.88
1.000 128.58
0.618 128.40
HIGH 128.10
0.618 127.92
0.500 127.86
0.382 127.80
LOW 127.62
0.618 127.32
1.000 127.14
1.618 126.84
2.618 126.36
4.250 125.58
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 127.86 127.96
PP 127.84 127.91
S1 127.83 127.86

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

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