Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 126.65 125.30 -1.35 -1.1% 124.11
High 127.13 125.30 -1.83 -1.4% 127.46
Low 125.96 124.37 -1.59 -1.3% 123.73
Close 126.47 124.83 -1.64 -1.3% 126.47
Range 1.17 0.93 -0.24 -20.5% 3.73
ATR 0.78 0.87 0.09 12.2% 0.00
Volume 2,557 2,161 -396 -15.5% 9,435
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 127.62 127.16 125.34
R3 126.69 126.23 125.09
R2 125.76 125.76 125.00
R1 125.30 125.30 124.92 125.07
PP 124.83 124.83 124.83 124.72
S1 124.37 124.37 124.74 124.14
S2 123.90 123.90 124.66
S3 122.97 123.44 124.57
S4 122.04 122.51 124.32
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
5 127.46 123.95 3.51 2.8% 1.33 1.1% 25% False False 2,309
10 127.46 123.61 3.85 3.1% 1.03 0.8% 32% False False 1,696
20 127.46 122.09 5.37 4.3% 0.72 0.6% 51% False False 1,279
40 127.46 121.55 5.91 4.7% 0.54 0.4% 55% False False 730
60 127.46 120.76 6.70 5.4% 0.41 0.3% 61% False False 510
80 127.46 120.68 6.78 5.4% 0.31 0.2% 61% False False 443
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129.25
2.618 127.73
1.618 126.80
1.000 126.23
0.618 125.87
HIGH 125.30
0.618 124.94
0.500 124.84
0.382 124.73
LOW 124.37
0.618 123.80
1.000 123.44
1.618 122.87
2.618 121.94
4.250 120.42
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 124.84 125.92
PP 124.83 125.55
S1 124.83 125.19

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

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