Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 128.90 128.96 0.06 0.0% 127.37
High 129.15 129.39 0.24 0.2% 129.16
Low 128.78 128.67 -0.11 -0.1% 127.12
Close 128.98 129.20 0.22 0.2% 128.98
Range 0.37 0.72 0.35 94.6% 2.04
ATR 0.78 0.77 0.00 -0.5% 0.00
Volume 574,729 640,283 65,554 11.4% 3,532,561
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 131.25 130.94 129.60
R3 130.53 130.22 129.40
R2 129.81 129.81 129.33
R1 129.50 129.50 129.27 129.66
PP 129.09 129.09 129.09 129.16
S1 128.78 128.78 129.13 128.94
S2 128.37 128.37 129.07
S3 127.65 128.06 129.00
S4 126.93 127.34 128.80
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 134.54 133.80 130.10
R3 132.50 131.76 129.54
R2 130.46 130.46 129.35
R1 129.72 129.72 129.17 130.09
PP 128.42 128.42 128.42 128.61
S1 127.68 127.68 128.79 128.05
S2 126.38 126.38 128.61
S3 124.34 125.64 128.42
S4 122.30 123.60 127.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.39 127.47 1.92 1.5% 0.66 0.5% 90% True False 705,587
10 129.39 127.12 2.27 1.8% 0.72 0.6% 92% True False 771,306
20 129.93 127.12 2.81 2.2% 0.76 0.6% 74% False False 727,459
40 129.93 123.95 5.98 4.6% 0.83 0.6% 88% False False 367,543
60 129.93 121.60 8.33 6.4% 0.72 0.6% 91% False False 245,289
80 129.93 121.50 8.43 6.5% 0.62 0.5% 91% False False 183,995
100 129.93 120.76 9.17 7.1% 0.51 0.4% 92% False False 147,218
120 129.93 119.60 10.33 8.0% 0.43 0.3% 93% False False 122,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.45
2.618 131.27
1.618 130.55
1.000 130.11
0.618 129.83
HIGH 129.39
0.618 129.11
0.500 129.03
0.382 128.95
LOW 128.67
0.618 128.23
1.000 127.95
1.618 127.51
2.618 126.79
4.250 125.61
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 129.14 129.10
PP 129.09 129.00
S1 129.03 128.90

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

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