Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 128.78 128.84 0.06 0.0% 129.65
High 129.07 129.53 0.46 0.4% 129.70
Low 128.49 128.76 0.27 0.2% 128.49
Close 128.89 129.34 0.45 0.3% 128.89
Range 0.58 0.77 0.19 32.8% 1.21
ATR 0.69 0.70 0.01 0.8% 0.00
Volume 666,916 487,381 -179,535 -26.9% 2,669,549
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.52 131.20 129.76
R3 130.75 130.43 129.55
R2 129.98 129.98 129.48
R1 129.66 129.66 129.41 129.82
PP 129.21 129.21 129.21 129.29
S1 128.89 128.89 129.27 129.05
S2 128.44 128.44 129.20
S3 127.67 128.12 129.13
S4 126.90 127.35 128.92
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% 0.64 0.5% 70% False False 631,386
10 129.86 128.49 1.37 1.1% 0.61 0.5% 62% False False 698,598
20 129.86 127.12 2.74 2.1% 0.66 0.5% 81% False False 735,728
40 129.93 125.64 4.29 3.3% 0.74 0.6% 86% False False 525,644
60 129.93 122.75 7.18 5.6% 0.75 0.6% 92% False False 351,011
80 129.93 121.60 8.33 6.4% 0.65 0.5% 93% False False 263,308
100 129.93 120.76 9.17 7.1% 0.57 0.4% 94% False False 210,663
120 129.93 120.76 9.17 7.1% 0.47 0.4% 94% False False 175,586
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 0.17
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 132.80
2.618 131.55
1.618 130.78
1.000 130.30
0.618 130.01
HIGH 129.53
0.618 129.24
0.500 129.15
0.382 129.05
LOW 128.76
0.618 128.28
1.000 127.99
1.618 127.51
2.618 126.74
4.250 125.49
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 129.28 129.23
PP 129.21 129.12
S1 129.15 129.01

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

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