Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	130.42	130.61	0.19	0.1%	129.23
High	130.75	130.95	0.20	0.2%	130.87
Low	130.27	129.87	-0.40	-0.3%	129.16
Close	130.51	130.36	-0.15	-0.1%	130.25
Range	0.48	1.08	0.60	125.0%	1.71
ATR	0.76	0.78	0.02	3.1%	0.00
Volume	0	1,020,299	1,020,299		3,676,784

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.63	133.08	130.95
R3	132.55	132.00	130.66
R2	131.47	131.47	130.56
R1	130.92	130.92	130.46	130.66
PP	130.39	130.39	130.39	130.26
S1	129.84	129.84	130.26	129.58
S2	129.31	129.31	130.16
S3	128.23	128.76	130.06
S4	127.15	127.68	129.77

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.22	134.45	131.19
R3	133.51	132.74	130.72
R2	131.80	131.80	130.56
R1	131.03	131.03	130.41	131.42
PP	130.09	130.09	130.09	130.29
S1	129.32	129.32	130.09	129.71
S2	128.38	128.38	129.94
S3	126.67	127.61	129.78
S4	124.96	125.90	129.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.95	129.33	1.62	1.2%	0.91	0.7%	64%	True	False	610,771
10	130.95	128.52	2.43	1.9%	0.79	0.6%	76%	True	False	773,186
20	131.84	128.52	3.32	2.5%	0.71	0.5%	55%	False	False	670,161
40	132.36	128.52	3.84	2.9%	0.76	0.6%	48%	False	False	749,589
60	133.29	128.52	4.77	3.7%	0.80	0.6%	39%	False	False	633,895
80	133.29	126.01	7.28	5.6%	0.74	0.6%	60%	False	False	476,046
100	133.29	126.01	7.28	5.6%	0.68	0.5%	60%	False	False	380,865
120	133.29	125.81	7.48	5.7%	0.62	0.5%	61%	False	False	317,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135.54
2.618	133.78
1.618	132.70
1.000	132.03
0.618	131.62
HIGH	130.95
0.618	130.54
0.500	130.41
0.382	130.28
LOW	129.87
0.618	129.20
1.000	128.79
1.618	128.12
2.618	127.04
4.250	125.28

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	130.41	130.41
PP	130.39	130.39
S1	130.38	130.38

Download as Excel Spreadsheet

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

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