Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	129.65	129.40	-0.25	-0.2%	128.96
High	129.70	129.57	-0.13	-0.1%	129.86
Low	129.05	129.08	0.03	0.0%	128.67
Close	129.30	129.22	-0.08	-0.1%	129.31
Range	0.65	0.49	-0.16	-24.6%	1.19
ATR	0.72	0.70	-0.02	-2.3%	0.00
Volume	672,104	544,192	-127,912	-19.0%	3,829,051

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.76	130.48	129.49
R3	130.27	129.99	129.35
R2	129.78	129.78	129.31
R1	129.50	129.50	129.26	129.40
PP	129.29	129.29	129.29	129.24
S1	129.01	129.01	129.18	128.91
S2	128.80	128.80	129.13
S3	128.31	128.52	129.09
S4	127.82	128.03	128.95

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	129.70	128.98	0.72	0.6%	0.57	0.4%	33%	False	False	714,638
10	129.86	128.19	1.67	1.3%	0.57	0.4%	62%	False	False	703,726
20	129.86	127.12	2.74	2.1%	0.69	0.5%	77%	False	False	767,783
40	129.93	124.89	5.04	3.9%	0.73	0.6%	86%	False	False	477,324
60	129.93	122.20	7.73	6.0%	0.73	0.6%	91%	False	False	318,678
80	129.93	121.60	8.33	6.4%	0.64	0.5%	91%	False	False	239,053
100	129.93	120.76	9.17	7.1%	0.55	0.4%	92%	False	False	191,257
120	129.93	120.68	9.25	7.2%	0.46	0.4%	92%	False	False	159,420

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131.65
2.618	130.85
1.618	130.36
1.000	130.06
0.618	129.87
HIGH	129.57
0.618	129.38
0.500	129.33
0.382	129.27
LOW	129.08
0.618	128.78
1.000	128.59
1.618	128.29
2.618	127.80
4.250	127.00

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	129.33	129.38
PP	129.29	129.32
S1	129.26	129.27

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols