Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 128.84 129.26 0.42 0.3% 129.65
High 129.53 129.47 -0.06 0.0% 129.70
Low 128.76 128.66 -0.10 -0.1% 128.49
Close 129.34 128.88 -0.46 -0.4% 128.89
Range 0.77 0.81 0.04 5.2% 1.21
ATR 0.70 0.71 0.01 1.1% 0.00
Volume 487,381 705,887 218,506 44.8% 2,669,549
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.43 130.97 129.33
R3 130.62 130.16 129.10
R2 129.81 129.81 129.03
R1 129.35 129.35 128.95 129.18
PP 129.00 129.00 129.00 128.92
S1 128.54 128.54 128.81 128.37
S2 128.19 128.19 128.73
S3 127.38 127.73 128.66
S4 126.57 126.92 128.43
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
5 129.57 128.49 1.08 0.8% 0.67 0.5% 36% False False 638,142
10 129.86 128.49 1.37 1.1% 0.62 0.5% 28% False False 705,158
20 129.86 127.12 2.74 2.1% 0.67 0.5% 64% False False 738,232
40 129.93 125.66 4.27 3.3% 0.74 0.6% 75% False False 543,249
60 129.93 122.75 7.18 5.6% 0.76 0.6% 85% False False 362,773
80 129.93 121.60 8.33 6.5% 0.66 0.5% 87% False False 272,128
100 129.93 120.76 9.17 7.1% 0.58 0.4% 89% False False 217,721
120 129.93 120.76 9.17 7.1% 0.48 0.4% 89% False False 181,467
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 0.16
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 132.91
2.618 131.59
1.618 130.78
1.000 130.28
0.618 129.97
HIGH 129.47
0.618 129.16
0.500 129.07
0.382 128.97
LOW 128.66
0.618 128.16
1.000 127.85
1.618 127.35
2.618 126.54
4.250 125.22
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 129.07 129.01
PP 129.00 128.97
S1 128.94 128.92

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

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