Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 129.56 129.61 0.05 0.0% 127.37
High 129.86 129.68 -0.18 -0.1% 129.16
Low 129.36 129.22 -0.14 -0.1% 127.12
Close 129.43 129.39 -0.04 0.0% 128.98
Range 0.50 0.46 -0.04 -8.0% 2.04
ATR 0.76 0.74 -0.02 -2.8% 0.00
Volume 831,872 795,326 -36,546 -4.4% 3,532,561
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 130.81 130.56 129.64
R3 130.35 130.10 129.52
R2 129.89 129.89 129.47
R1 129.64 129.64 129.43 129.54
PP 129.43 129.43 129.43 129.38
S1 129.18 129.18 129.35 129.08
S2 128.97 128.97 129.31
S3 128.51 128.72 129.26
S4 128.05 128.26 129.14
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
5 129.86 128.40 1.46 1.1% 0.56 0.4% 68% False False 711,003
10 129.86 127.12 2.74 2.1% 0.63 0.5% 83% False False 751,904
20 129.93 127.12 2.81 2.2% 0.72 0.6% 81% False False 785,485
40 129.93 124.37 5.56 4.3% 0.80 0.6% 90% False False 408,127
60 129.93 121.60 8.33 6.4% 0.72 0.6% 94% False False 272,394
80 129.93 121.55 8.38 6.5% 0.63 0.5% 94% False False 204,335
100 129.93 120.76 9.17 7.1% 0.52 0.4% 94% False False 163,485
120 129.93 120.34 9.59 7.4% 0.44 0.3% 94% False False 136,277
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.64
2.618 130.88
1.618 130.42
1.000 130.14
0.618 129.96
HIGH 129.68
0.618 129.50
0.500 129.45
0.382 129.40
LOW 129.22
0.618 128.94
1.000 128.76
1.618 128.48
2.618 128.02
4.250 127.27
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 129.45 129.35
PP 129.43 129.31
S1 129.41 129.27

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

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