Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 129.40 129.10 -0.30 -0.2% 128.96
High 129.57 129.36 -0.21 -0.2% 129.86
Low 129.08 128.66 -0.42 -0.3% 128.67
Close 129.22 128.93 -0.29 -0.2% 129.31
Range 0.49 0.70 0.21 42.9% 1.19
ATR 0.70 0.70 0.00 0.0% 0.00
Volume 544,192 786,337 242,145 44.5% 3,829,051
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.08 130.71 129.32
R3 130.38 130.01 129.12
R2 129.68 129.68 129.06
R1 129.31 129.31 128.99 129.15
PP 128.98 128.98 128.98 128.90
S1 128.61 128.61 128.87 128.45
S2 128.28 128.28 128.80
S3 127.58 127.91 128.74
S4 126.88 127.21 128.55
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
5 129.70 128.66 1.04 0.8% 0.61 0.5% 26% False True 712,840
10 129.86 128.40 1.46 1.1% 0.59 0.5% 36% False False 711,922
20 129.86 127.12 2.74 2.1% 0.69 0.5% 66% False False 765,297
40 129.93 124.90 5.03 3.9% 0.74 0.6% 80% False False 496,900
60 129.93 122.28 7.65 5.9% 0.74 0.6% 87% False False 331,780
80 129.93 121.60 8.33 6.5% 0.65 0.5% 88% False False 248,882
100 129.93 120.76 9.17 7.1% 0.55 0.4% 89% False False 199,120
120 129.93 120.68 9.25 7.2% 0.46 0.4% 89% False False 165,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132.34
2.618 131.19
1.618 130.49
1.000 130.06
0.618 129.79
HIGH 129.36
0.618 129.09
0.500 129.01
0.382 128.93
LOW 128.66
0.618 128.23
1.000 127.96
1.618 127.53
2.618 126.83
4.250 125.69
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 129.01 129.18
PP 128.98 129.10
S1 128.96 129.01

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

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