Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 122.75 123.20 0.45 0.4% 121.99
High 123.22 123.67 0.45 0.4% 123.10
Low 122.75 123.07 0.32 0.3% 121.60
Close 123.12 123.39 0.27 0.2% 123.02
Range 0.47 0.60 0.13 27.7% 1.50
ATR 0.42 0.44 0.01 3.0% 0.00
Volume 797 3,010 2,213 277.7% 1,379
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 125.18 124.88 123.72
R3 124.58 124.28 123.56
R2 123.98 123.98 123.50
R1 123.68 123.68 123.45 123.83
PP 123.38 123.38 123.38 123.45
S1 123.08 123.08 123.34 123.23
S2 122.78 122.78 123.28
S3 122.18 122.48 123.23
S4 121.58 121.88 123.06
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 127.07 126.55 123.85
R3 125.57 125.05 123.43
R2 124.07 124.07 123.30
R1 123.55 123.55 123.16 123.81
PP 122.57 122.57 122.57 122.71
S1 122.05 122.05 122.88 122.31
S2 121.07 121.07 122.75
S3 119.57 120.55 122.61
S4 118.07 119.05 122.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.67 122.67 1.00 0.8% 0.38 0.3% 72% True False 890
10 123.67 121.60 2.07 1.7% 0.42 0.3% 86% True False 557
20 123.67 121.60 2.07 1.7% 0.38 0.3% 86% True False 368
40 123.67 121.50 2.17 1.8% 0.33 0.3% 87% True False 233
60 123.67 120.76 2.91 2.4% 0.22 0.2% 90% True False 214
80 123.67 119.39 4.28 3.5% 0.17 0.1% 93% True False 191
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 0.03
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 126.22
2.618 125.24
1.618 124.64
1.000 124.27
0.618 124.04
HIGH 123.67
0.618 123.44
0.500 123.37
0.382 123.30
LOW 123.07
0.618 122.70
1.000 122.47
1.618 122.10
2.618 121.50
4.250 120.52
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 123.38 123.33
PP 123.38 123.27
S1 123.37 123.21

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

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