Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 128.68 128.78 0.10 0.1% 128.84
High 128.68 128.78 0.10 0.1% 128.84
Low 128.68 128.78 0.10 0.1% 127.79
Close 128.68 128.78 0.10 0.1% 128.23
Range
ATR 0.35 0.33 -0.02 -5.1% 0.00
Volume 60 70 10 16.7% 2,478
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 128.78 128.78 128.78
R3 128.78 128.78 128.78
R2 128.78 128.78 128.78
R1 128.78 128.78 128.78 128.78
PP 128.78 128.78 128.78 128.78
S1 128.78 128.78 128.78 128.78
S2 128.78 128.78 128.78
S3 128.78 128.78 128.78
S4 128.78 128.78 128.78
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.44 130.88 128.81
R3 130.39 129.83 128.52
R2 129.34 129.34 128.42
R1 128.78 128.78 128.33 128.54
PP 128.29 128.29 128.29 128.16
S1 127.73 127.73 128.13 127.49
S2 127.24 127.24 128.04
S3 126.19 126.68 127.94
S4 125.14 125.63 127.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.78 127.79 0.99 0.8% 0.00 0.0% 100% True False 203
10 128.95 127.79 1.16 0.9% 0.00 0.0% 85% False False 312
20 131.02 127.79 3.23 2.5% 0.00 0.0% 31% False False 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 128.78
2.618 128.78
1.618 128.78
1.000 128.78
0.618 128.78
HIGH 128.78
0.618 128.78
0.500 128.78
0.382 128.78
LOW 128.78
0.618 128.78
1.000 128.78
1.618 128.78
2.618 128.78
4.250 128.78
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 128.78 128.69
PP 128.78 128.60
S1 128.78 128.51

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

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