Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 129.10 128.78 -0.32 -0.2% 129.65
High 129.36 129.07 -0.29 -0.2% 129.70
Low 128.66 128.49 -0.17 -0.1% 128.49
Close 128.93 128.89 -0.04 0.0% 128.89
Range 0.70 0.58 -0.12 -17.1% 1.21
ATR 0.70 0.69 -0.01 -1.2% 0.00
Volume 786,337 666,916 -119,421 -15.2% 2,669,549
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.56 130.30 129.21
R3 129.98 129.72 129.05
R2 129.40 129.40 129.00
R1 129.14 129.14 128.94 129.27
PP 128.82 128.82 128.82 128.88
S1 128.56 128.56 128.84 128.69
S2 128.24 128.24 128.78
S3 127.66 127.98 128.73
S4 127.08 127.40 128.57
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 132.66 131.98 129.56
R3 131.45 130.77 129.22
R2 130.24 130.24 129.11
R1 129.56 129.56 129.00 129.30
PP 129.03 129.03 129.03 128.89
S1 128.35 128.35 128.78 128.09
S2 127.82 127.82 128.67
S3 126.61 127.14 128.56
S4 125.40 125.93 128.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.70 128.49 1.21 0.9% 0.60 0.5% 33% False True 654,729
10 129.86 128.49 1.37 1.1% 0.57 0.4% 29% False True 707,332
20 129.86 127.12 2.74 2.1% 0.67 0.5% 65% False False 751,330
40 129.93 125.42 4.51 3.5% 0.74 0.6% 77% False False 513,547
60 129.93 122.67 7.26 5.6% 0.74 0.6% 86% False False 342,894
80 129.93 121.60 8.33 6.5% 0.65 0.5% 88% False False 257,218
100 129.93 120.76 9.17 7.1% 0.56 0.4% 89% False False 205,789
120 129.93 120.76 9.17 7.1% 0.47 0.4% 89% False False 171,527
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.54
2.618 130.59
1.618 130.01
1.000 129.65
0.618 129.43
HIGH 129.07
0.618 128.85
0.500 128.78
0.382 128.71
LOW 128.49
0.618 128.13
1.000 127.91
1.618 127.55
2.618 126.97
4.250 126.03
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 128.85 129.03
PP 128.82 128.98
S1 128.78 128.94

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

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