Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 126.94 127.60 0.66 0.5% 126.30
High 128.06 128.44 0.38 0.3% 128.44
Low 126.65 127.40 0.75 0.6% 125.64
Close 127.80 128.02 0.22 0.2% 128.02
Range 1.41 1.04 -0.37 -26.2% 2.80
ATR 0.91 0.92 0.01 1.0% 0.00
Volume 5,267 9,755 4,488 85.2% 36,050
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 131.07 130.59 128.59
R3 130.03 129.55 128.31
R2 128.99 128.99 128.21
R1 128.51 128.51 128.12 128.75
PP 127.95 127.95 127.95 128.08
S1 127.47 127.47 127.92 127.71
S2 126.91 126.91 127.83
S3 125.87 126.43 127.73
S4 124.83 125.39 127.45
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 135.77 134.69 129.56
R3 132.97 131.89 128.79
R2 130.17 130.17 128.53
R1 129.09 129.09 128.28 129.63
PP 127.37 127.37 127.37 127.64
S1 126.29 126.29 127.76 126.83
S2 124.57 124.57 127.51
S3 121.77 123.49 127.25
S4 118.97 120.69 126.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.44 125.64 2.80 2.2% 1.09 0.9% 85% True False 7,210
10 128.44 124.37 4.07 3.2% 0.89 0.7% 90% True False 4,829
20 128.44 123.16 5.28 4.1% 0.94 0.7% 92% True False 3,263
40 128.44 121.60 6.84 5.3% 0.66 0.5% 94% True False 1,854
60 128.44 121.50 6.94 5.4% 0.54 0.4% 94% True False 1,268
80 128.44 120.76 7.68 6.0% 0.41 0.3% 95% True False 995
100 128.44 119.39 9.05 7.1% 0.33 0.3% 95% True False 821
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.86
2.618 131.16
1.618 130.12
1.000 129.48
0.618 129.08
HIGH 128.44
0.618 128.04
0.500 127.92
0.382 127.80
LOW 127.40
0.618 126.76
1.000 126.36
1.618 125.72
2.618 124.68
4.250 122.98
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 127.99 127.82
PP 127.95 127.62
S1 127.92 127.42

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

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