Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 123.23 123.61 0.38 0.3% 123.19
High 123.69 124.75 1.06 0.9% 123.67
Low 123.16 123.61 0.45 0.4% 122.75
Close 123.43 124.03 0.60 0.5% 123.32
Range 0.53 1.14 0.61 115.1% 0.92
ATR 0.45 0.51 0.06 14.0% 0.00
Volume 2,173 1,083 -1,090 -50.2% 5,655
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 127.55 126.93 124.66
R3 126.41 125.79 124.34
R2 125.27 125.27 124.24
R1 124.65 124.65 124.13 124.96
PP 124.13 124.13 124.13 124.29
S1 123.51 123.51 123.93 123.82
S2 122.99 122.99 123.82
S3 121.85 122.37 123.72
S4 120.71 121.23 123.40
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.01 125.58 123.83
R3 125.09 124.66 123.57
R2 124.17 124.17 123.49
R1 123.74 123.74 123.40 123.96
PP 123.25 123.25 123.25 123.35
S1 122.82 122.82 123.24 123.04
S2 122.33 122.33 123.15
S3 121.41 121.90 123.07
S4 120.49 120.98 122.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.75 122.75 2.00 1.6% 0.64 0.5% 64% True False 1,726
10 124.75 122.20 2.55 2.1% 0.48 0.4% 72% True False 958
20 124.75 121.60 3.15 2.5% 0.43 0.3% 77% True False 589
40 124.75 121.50 3.25 2.6% 0.39 0.3% 78% True False 346
60 124.75 120.76 3.99 3.2% 0.26 0.2% 82% True False 275
80 124.75 119.43 5.32 4.3% 0.19 0.2% 86% True False 251
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 38 trading days
Fibonacci Retracements and Extensions
4.250 129.60
2.618 127.73
1.618 126.59
1.000 125.89
0.618 125.45
HIGH 124.75
0.618 124.31
0.500 124.18
0.382 124.05
LOW 123.61
0.618 122.91
1.000 122.47
1.618 121.77
2.618 120.63
4.250 118.77
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 124.18 123.98
PP 124.13 123.93
S1 124.08 123.88

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

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