Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 124.11 123.95 -0.16 -0.1% 123.23
High 124.11 125.25 1.14 0.9% 124.95
Low 123.73 123.95 0.22 0.2% 123.16
Close 123.92 124.96 1.04 0.8% 124.27
Range 0.38 1.30 0.92 242.1% 1.79
ATR 0.54 0.60 0.06 10.3% 0.00
Volume 50 797 747 1,494.0% 7,539
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 128.62 128.09 125.68
R3 127.32 126.79 125.32
R2 126.02 126.02 125.20
R1 125.49 125.49 125.08 125.76
PP 124.72 124.72 124.72 124.85
S1 124.19 124.19 124.84 124.46
S2 123.42 123.42 124.72
S3 122.12 122.89 124.60
S4 120.82 121.59 124.25
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 129.50 128.67 125.25
R3 127.71 126.88 124.76
R2 125.92 125.92 124.60
R1 125.09 125.09 124.43 125.51
PP 124.13 124.13 124.13 124.33
S1 123.30 123.30 124.11 123.72
S2 122.34 122.34 123.94
S3 120.55 121.51 123.78
S4 118.76 119.72 123.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.25 123.63 1.62 1.3% 0.76 0.6% 82% True False 1,026
10 125.25 122.75 2.50 2.0% 0.70 0.6% 88% True False 1,376
20 125.25 121.60 3.65 2.9% 0.55 0.4% 92% True False 820
40 125.25 121.50 3.75 3.0% 0.44 0.4% 92% True False 467
60 125.25 120.76 4.49 3.6% 0.32 0.3% 94% True False 343
80 125.25 119.91 5.34 4.3% 0.24 0.2% 95% True False 315
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 0.07
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 130.78
2.618 128.65
1.618 127.35
1.000 126.55
0.618 126.05
HIGH 125.25
0.618 124.75
0.500 124.60
0.382 124.45
LOW 123.95
0.618 123.15
1.000 122.65
1.618 121.85
2.618 120.55
4.250 118.43
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 124.84 124.80
PP 124.72 124.65
S1 124.60 124.49

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

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