Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 128.96 129.56 0.60 0.5% 127.37
High 129.39 129.86 0.47 0.4% 129.16
Low 128.67 129.36 0.69 0.5% 127.12
Close 129.20 129.43 0.23 0.2% 128.98
Range 0.72 0.50 -0.22 -30.6% 2.04
ATR 0.77 0.76 -0.01 -1.0% 0.00
Volume 640,283 831,872 191,589 29.9% 3,532,561
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 131.05 130.74 129.71
R3 130.55 130.24 129.57
R2 130.05 130.05 129.52
R1 129.74 129.74 129.48 129.65
PP 129.55 129.55 129.55 129.50
S1 129.24 129.24 129.38 129.15
S2 129.05 129.05 129.34
S3 128.55 128.74 129.29
S4 128.05 128.24 129.16
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
5 129.86 128.19 1.67 1.3% 0.57 0.4% 74% True False 692,814
10 129.86 127.12 2.74 2.1% 0.66 0.5% 84% True False 753,623
20 129.93 127.12 2.81 2.2% 0.73 0.6% 82% False False 762,184
40 129.93 124.37 5.56 4.3% 0.81 0.6% 91% False False 388,319
60 129.93 121.60 8.33 6.4% 0.72 0.6% 94% False False 259,153
80 129.93 121.50 8.43 6.5% 0.63 0.5% 94% False False 194,393
100 129.93 120.76 9.17 7.1% 0.52 0.4% 95% False False 155,533
120 129.93 119.91 10.02 7.7% 0.43 0.3% 95% False False 129,650
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.99
2.618 131.17
1.618 130.67
1.000 130.36
0.618 130.17
HIGH 129.86
0.618 129.67
0.500 129.61
0.382 129.55
LOW 129.36
0.618 129.05
1.000 128.86
1.618 128.55
2.618 128.05
4.250 127.24
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 129.61 129.38
PP 129.55 129.32
S1 129.49 129.27

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

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