Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	128.92	129.23	0.31	0.2%	129.72
High	129.48	130.03	0.55	0.4%	129.99
Low	128.85	129.16	0.31	0.2%	128.52
Close	129.23	129.68	0.45	0.3%	129.23
Range	0.63	0.87	0.24	38.1%	1.47
ATR	0.72	0.73	0.01	1.4%	0.00
Volume	991,165	839,951	-151,214	-15.3%	4,465,083

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.23	131.83	130.16
R3	131.36	130.96	129.92
R2	130.49	130.49	129.84
R1	130.09	130.09	129.76	130.29
PP	129.62	129.62	129.62	129.73
S1	129.22	129.22	129.60	129.42
S2	128.75	128.75	129.52
S3	127.88	128.35	129.44
S4	127.01	127.48	129.20

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.66	132.91	130.04
R3	132.19	131.44	129.63
R2	130.72	130.72	129.50
R1	129.97	129.97	129.36	129.61
PP	129.25	129.25	129.25	129.07
S1	128.50	128.50	129.10	128.14
S2	127.78	127.78	128.96
S3	126.31	127.03	128.83
S4	124.84	125.56	128.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.03	128.52	1.51	1.2%	0.69	0.5%	77%	True	False	946,363
10	130.72	128.52	2.20	1.7%	0.64	0.5%	53%	False	False	807,239
20	132.36	128.52	3.84	3.0%	0.67	0.5%	30%	False	False	641,501
40	132.36	128.52	3.84	3.0%	0.77	0.6%	30%	False	False	807,377
60	133.29	128.41	4.88	3.8%	0.78	0.6%	26%	False	False	570,251
80	133.29	126.01	7.28	5.6%	0.72	0.6%	50%	False	False	427,855
100	133.29	125.81	7.48	5.8%	0.66	0.5%	52%	False	False	342,322
120	133.29	124.76	8.53	6.6%	0.57	0.4%	58%	False	False	285,281

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	0.13
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	133.73
2.618	132.31
1.618	131.44
1.000	130.90
0.618	130.57
HIGH	130.03
0.618	129.70
0.500	129.60
0.382	129.49
LOW	129.16
0.618	128.62
1.000	128.29
1.618	127.75
2.618	126.88
4.250	125.46

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	129.65	129.56
PP	129.62	129.44
S1	129.60	129.32

Download as Excel Spreadsheet

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

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