Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 125.05 125.79 0.74 0.6% 123.23
High 126.10 127.46 1.36 1.1% 124.95
Low 124.98 125.33 0.35 0.3% 123.16
Close 125.88 126.50 0.62 0.5% 124.27
Range 1.12 2.13 1.01 90.2% 1.79
ATR 0.64 0.75 0.11 16.7% 0.00
Volume 3,026 3,005 -21 -0.7% 7,539
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 132.82 131.79 127.67
R3 130.69 129.66 127.09
R2 128.56 128.56 126.89
R1 127.53 127.53 126.70 128.05
PP 126.43 126.43 126.43 126.69
S1 125.40 125.40 126.30 125.92
S2 124.30 124.30 126.11
S3 122.17 123.27 125.91
S4 120.04 121.14 125.33
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
5 127.46 123.73 3.73 2.9% 1.09 0.9% 74% True False 1,485
10 127.46 123.00 4.46 3.5% 0.92 0.7% 78% True False 1,598
20 127.46 121.60 5.86 4.6% 0.67 0.5% 84% True False 1,077
40 127.46 121.55 5.91 4.7% 0.51 0.4% 84% True False 616
60 127.46 120.76 6.70 5.3% 0.38 0.3% 86% True False 436
80 127.46 120.40 7.06 5.6% 0.28 0.2% 86% True False 390
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 0.11
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 136.51
2.618 133.04
1.618 130.91
1.000 129.59
0.618 128.78
HIGH 127.46
0.618 126.65
0.500 126.40
0.382 126.14
LOW 125.33
0.618 124.01
1.000 123.20
1.618 121.88
2.618 119.75
4.250 116.28
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 126.47 126.24
PP 126.43 125.97
S1 126.40 125.71

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

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