Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 128.31 129.29 0.98 0.8% 128.03
High 129.30 129.49 0.19 0.1% 129.30
Low 128.13 129.04 0.91 0.7% 127.67
Close 129.05 129.31 0.26 0.2% 129.05
Range 1.17 0.45 -0.72 -61.5% 1.63
ATR 0.84 0.81 -0.03 -3.3% 0.00
Volume 806,923 863,309 56,386 7.0% 1,883,541
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 130.63 130.42 129.56
R3 130.18 129.97 129.43
R2 129.73 129.73 129.39
R1 129.52 129.52 129.35 129.63
PP 129.28 129.28 129.28 129.33
S1 129.07 129.07 129.27 129.18
S2 128.83 128.83 129.23
S3 128.38 128.62 129.19
S4 127.93 128.17 129.06
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 133.56 132.94 129.95
R3 131.93 131.31 129.50
R2 130.30 130.30 129.35
R1 129.68 129.68 129.20 129.99
PP 128.67 128.67 128.67 128.83
S1 128.05 128.05 128.90 128.36
S2 127.04 127.04 128.75
S3 125.41 126.42 128.60
S4 123.78 124.79 128.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.49 127.67 1.82 1.4% 0.78 0.6% 90% True False 545,662
10 129.49 127.58 1.91 1.5% 0.70 0.5% 91% True False 282,054
20 129.49 124.89 4.60 3.6% 0.77 0.6% 96% True False 143,464
40 129.49 122.09 7.40 5.7% 0.75 0.6% 98% True False 72,372
60 129.49 121.55 7.94 6.1% 0.62 0.5% 98% True False 48,308
80 129.49 120.76 8.73 6.8% 0.50 0.4% 98% True False 36,248
100 129.49 120.68 8.81 6.8% 0.40 0.3% 98% True False 29,047
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131.40
2.618 130.67
1.618 130.22
1.000 129.94
0.618 129.77
HIGH 129.49
0.618 129.32
0.500 129.27
0.382 129.21
LOW 129.04
0.618 128.76
1.000 128.59
1.618 128.31
2.618 127.86
4.250 127.13
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 129.30 129.07
PP 129.28 128.82
S1 129.27 128.58

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

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