Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 129.29 129.20 -0.09 -0.1% 128.03
High 129.49 129.93 0.44 0.3% 129.30
Low 129.04 129.12 0.08 0.1% 127.67
Close 129.31 129.80 0.49 0.4% 129.05
Range 0.45 0.81 0.36 80.0% 1.63
ATR 0.81 0.81 0.00 0.0% 0.00
Volume 863,309 870,275 6,966 0.8% 1,883,541
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 132.05 131.73 130.25
R3 131.24 130.92 130.02
R2 130.43 130.43 129.95
R1 130.11 130.11 129.87 130.27
PP 129.62 129.62 129.62 129.70
S1 129.30 129.30 129.73 129.46
S2 128.81 128.81 129.65
S3 128.00 128.49 129.58
S4 127.19 127.68 129.35
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
5 129.93 127.67 2.26 1.7% 0.73 0.6% 94% True False 692,241
10 129.93 127.58 2.35 1.8% 0.70 0.5% 94% True False 367,597
20 129.93 124.89 5.04 3.9% 0.78 0.6% 97% True False 186,864
40 129.93 122.20 7.73 6.0% 0.76 0.6% 98% True False 94,125
60 129.93 121.60 8.33 6.4% 0.63 0.5% 98% True False 62,810
80 129.93 120.76 9.17 7.1% 0.51 0.4% 99% True False 47,126
100 129.93 120.68 9.25 7.1% 0.41 0.3% 99% True False 37,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.37
2.618 132.05
1.618 131.24
1.000 130.74
0.618 130.43
HIGH 129.93
0.618 129.62
0.500 129.53
0.382 129.43
LOW 129.12
0.618 128.62
1.000 128.31
1.618 127.81
2.618 127.00
4.250 125.68
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 129.71 129.54
PP 129.62 129.29
S1 129.53 129.03

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

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