Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 129.72 129.74 0.02 0.0% 130.69
High 129.99 129.79 -0.20 -0.2% 130.75
Low 129.56 129.19 -0.37 -0.3% 129.39
Close 129.84 129.36 -0.48 -0.4% 129.65
Range 0.43 0.60 0.17 39.5% 1.36
ATR 0.74 0.73 -0.01 -0.9% 0.00
Volume 573,219 857,082 283,863 49.5% 3,444,214
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.25 130.90 129.69
R3 130.65 130.30 129.53
R2 130.05 130.05 129.47
R1 129.70 129.70 129.42 129.58
PP 129.45 129.45 129.45 129.38
S1 129.10 129.10 129.31 128.98
S2 128.85 128.85 129.25
S3 128.25 128.50 129.20
S4 127.65 127.90 129.03
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.01 133.19 130.40
R3 132.65 131.83 130.02
R2 131.29 131.29 129.90
R1 130.47 130.47 129.77 130.20
PP 129.93 129.93 129.93 129.80
S1 129.11 129.11 129.53 128.84
S2 128.57 128.57 129.40
S3 127.21 127.75 129.28
S4 125.85 126.39 128.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.45 129.19 1.26 1.0% 0.55 0.4% 13% False True 839,531
10 131.84 129.19 2.65 2.0% 0.62 0.5% 6% False True 567,135
20 132.36 129.19 3.17 2.5% 0.69 0.5% 5% False True 656,929
40 132.89 129.08 3.81 2.9% 0.80 0.6% 7% False False 753,126
60 133.29 127.71 5.58 4.3% 0.76 0.6% 30% False False 505,747
80 133.29 126.01 7.28 5.6% 0.71 0.5% 46% False False 379,423
100 133.29 125.81 7.48 5.8% 0.66 0.5% 47% False False 303,576
120 133.29 123.63 9.66 7.5% 0.55 0.4% 59% False False 252,998
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.34
2.618 131.36
1.618 130.76
1.000 130.39
0.618 130.16
HIGH 129.79
0.618 129.56
0.500 129.49
0.382 129.42
LOW 129.19
0.618 128.82
1.000 128.59
1.618 128.22
2.618 127.62
4.250 126.64
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 129.49 129.59
PP 129.45 129.51
S1 129.40 129.44

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

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