Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 125.79 126.65 0.86 0.7% 124.11
High 127.46 127.13 -0.33 -0.3% 127.46
Low 125.33 125.96 0.63 0.5% 123.73
Close 126.50 126.47 -0.03 0.0% 126.47
Range 2.13 1.17 -0.96 -45.1% 3.73
ATR 0.75 0.78 0.03 4.1% 0.00
Volume 3,005 2,557 -448 -14.9% 9,435
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 130.03 129.42 127.11
R3 128.86 128.25 126.79
R2 127.69 127.69 126.68
R1 127.08 127.08 126.58 126.80
PP 126.52 126.52 126.52 126.38
S1 125.91 125.91 126.36 125.63
S2 125.35 125.35 126.26
S3 124.18 124.74 126.15
S4 123.01 123.57 125.83
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 137.08 135.50 128.52
R3 133.35 131.77 127.50
R2 129.62 129.62 127.15
R1 128.04 128.04 126.81 128.83
PP 125.89 125.89 125.89 126.28
S1 124.31 124.31 126.13 125.10
S2 122.16 122.16 125.79
S3 118.43 120.58 125.44
S4 114.70 116.85 124.42
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% 1.22 1.0% 73% False False 1,887
10 127.46 123.16 4.30 3.4% 0.99 0.8% 77% False False 1,697
20 127.46 121.60 5.86 4.6% 0.70 0.6% 83% False False 1,200
40 127.46 121.55 5.91 4.7% 0.53 0.4% 83% False False 677
60 127.46 120.76 6.70 5.3% 0.40 0.3% 85% False False 477
80 127.46 120.44 7.02 5.6% 0.30 0.2% 86% False False 419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.10
2.618 130.19
1.618 129.02
1.000 128.30
0.618 127.85
HIGH 127.13
0.618 126.68
0.500 126.55
0.382 126.41
LOW 125.96
0.618 125.24
1.000 124.79
1.618 124.07
2.618 122.90
4.250 120.99
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 126.55 126.39
PP 126.52 126.30
S1 126.50 126.22

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

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