Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 125.50 126.30 0.80 0.6% 125.30
High 126.23 126.30 0.07 0.1% 126.23
Low 125.42 125.64 0.22 0.2% 124.37
Close 125.91 125.98 0.07 0.1% 125.91
Range 0.81 0.66 -0.15 -18.5% 1.86
ATR 0.83 0.82 -0.01 -1.5% 0.00
Volume 3,490 1,692 -1,798 -51.5% 12,242
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 127.95 127.63 126.34
R3 127.29 126.97 126.16
R2 126.63 126.63 126.10
R1 126.31 126.31 126.04 126.14
PP 125.97 125.97 125.97 125.89
S1 125.65 125.65 125.92 125.48
S2 125.31 125.31 125.86
S3 124.65 124.99 125.80
S4 123.99 124.33 125.62
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 131.08 130.36 126.93
R3 129.22 128.50 126.42
R2 127.36 127.36 126.25
R1 126.64 126.64 126.08 127.00
PP 125.50 125.50 125.50 125.69
S1 124.78 124.78 125.74 125.14
S2 123.64 123.64 125.57
S3 121.78 122.92 125.40
S4 119.92 121.06 124.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.30 124.89 1.41 1.1% 0.64 0.5% 77% True False 2,354
10 127.46 123.95 3.51 2.8% 0.98 0.8% 58% False False 2,331
20 127.46 122.75 4.71 3.7% 0.79 0.6% 69% False False 1,821
40 127.46 121.60 5.86 4.7% 0.58 0.5% 75% False False 1,007
60 127.46 120.76 6.70 5.3% 0.46 0.4% 78% False False 702
80 127.46 120.76 6.70 5.3% 0.35 0.3% 78% False False 576
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.11
2.618 128.03
1.618 127.37
1.000 126.96
0.618 126.71
HIGH 126.30
0.618 126.05
0.500 125.97
0.382 125.89
LOW 125.64
0.618 125.23
1.000 124.98
1.618 124.57
2.618 123.91
4.250 122.84
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 125.98 125.85
PP 125.97 125.73
S1 125.97 125.60

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

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