Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 129.42 129.65 0.23 0.2% 128.96
High 129.61 129.70 0.09 0.1% 129.86
Low 129.05 129.05 0.00 0.0% 128.67
Close 129.31 129.30 -0.01 0.0% 129.31
Range 0.56 0.65 0.09 16.1% 1.19
ATR 0.72 0.72 -0.01 -0.7% 0.00
Volume 604,098 672,104 68,006 11.3% 3,829,051
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.30 130.95 129.66
R3 130.65 130.30 129.48
R2 130.00 130.00 129.42
R1 129.65 129.65 129.36 129.50
PP 129.35 129.35 129.35 129.28
S1 129.00 129.00 129.24 128.85
S2 128.70 128.70 129.18
S3 128.05 128.35 129.12
S4 127.40 127.70 128.94
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 132.85 132.27 129.96
R3 131.66 131.08 129.64
R2 130.47 130.47 129.53
R1 129.89 129.89 129.42 130.18
PP 129.28 129.28 129.28 129.43
S1 128.70 128.70 129.20 128.99
S2 128.09 128.09 129.09
S3 126.90 127.51 128.98
S4 125.71 126.32 128.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.86 128.98 0.88 0.7% 0.57 0.4% 36% False False 772,174
10 129.86 127.47 2.39 1.8% 0.62 0.5% 77% False False 738,880
20 129.93 127.12 2.81 2.2% 0.70 0.5% 78% False False 784,087
40 129.93 124.89 5.04 3.9% 0.74 0.6% 88% False False 463,776
60 129.93 122.09 7.84 6.1% 0.73 0.6% 92% False False 309,610
80 129.93 121.55 8.38 6.5% 0.64 0.5% 92% False False 232,253
100 129.93 120.76 9.17 7.1% 0.54 0.4% 93% False False 185,816
120 129.93 120.68 9.25 7.2% 0.45 0.3% 93% False False 154,887
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.46
2.618 131.40
1.618 130.75
1.000 130.35
0.618 130.10
HIGH 129.70
0.618 129.45
0.500 129.38
0.382 129.30
LOW 129.05
0.618 128.65
1.000 128.40
1.618 128.00
2.618 127.35
4.250 126.29
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 129.38 129.34
PP 129.35 129.33
S1 129.33 129.31

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

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