Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 130.33 130.44 0.11 0.1% 130.42
High 130.68 130.64 -0.04 0.0% 130.95
Low 129.95 129.08 -0.87 -0.7% 129.08
Close 130.18 129.41 -0.77 -0.6% 129.41
Range 0.73 1.56 0.83 113.7% 1.87
ATR 0.79 0.84 0.06 7.0% 0.00
Volume 802,647 0 -802,647 -100.0% 3,229,073
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.39 133.46 130.27
R3 132.83 131.90 129.84
R2 131.27 131.27 129.70
R1 130.34 130.34 129.55 130.03
PP 129.71 129.71 129.71 129.55
S1 128.78 128.78 129.27 128.47
S2 128.15 128.15 129.12
S3 126.59 127.22 128.98
S4 125.03 125.66 128.55
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.42 134.29 130.44
R3 133.55 132.42 129.92
R2 131.68 131.68 129.75
R1 130.55 130.55 129.58 130.18
PP 129.81 129.81 129.81 129.63
S1 128.68 128.68 129.24 128.31
S2 127.94 127.94 129.07
S3 126.07 126.81 128.90
S4 124.20 124.94 128.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.95 129.08 1.87 1.4% 0.96 0.7% 18% False True 645,814
10 130.95 129.08 1.87 1.4% 0.92 0.7% 18% False True 690,585
20 130.95 128.52 2.43 1.9% 0.76 0.6% 37% False False 740,757
40 132.36 128.52 3.84 3.0% 0.77 0.6% 23% False False 722,423
60 133.29 128.52 4.77 3.7% 0.82 0.6% 19% False False 670,352
80 133.29 126.01 7.28 5.6% 0.75 0.6% 47% False False 503,651
100 133.29 126.01 7.28 5.6% 0.70 0.5% 47% False False 402,950
120 133.29 125.81 7.48 5.8% 0.64 0.5% 48% False False 335,824
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 0.26
Widest range in 155 trading days
Fibonacci Retracements and Extensions
4.250 137.27
2.618 134.72
1.618 133.16
1.000 132.20
0.618 131.60
HIGH 130.64
0.618 130.04
0.500 129.86
0.382 129.68
LOW 129.08
0.618 128.12
1.000 127.52
1.618 126.56
2.618 125.00
4.250 122.45
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 129.86 129.88
PP 129.71 129.72
S1 129.56 129.57

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

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