Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 129.26 128.65 -0.61 -0.5% 129.65
High 129.47 129.09 -0.38 -0.3% 129.70
Low 128.66 128.57 -0.09 -0.1% 128.49
Close 128.88 128.72 -0.16 -0.1% 128.89
Range 0.81 0.52 -0.29 -35.8% 1.21
ATR 0.71 0.69 -0.01 -1.9% 0.00
Volume 705,887 695,219 -10,668 -1.5% 2,669,549
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.35 130.06 129.01
R3 129.83 129.54 128.86
R2 129.31 129.31 128.82
R1 129.02 129.02 128.77 129.17
PP 128.79 128.79 128.79 128.87
S1 128.50 128.50 128.67 128.65
S2 128.27 128.27 128.62
S3 127.75 127.98 128.58
S4 127.23 127.46 128.43
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
5 129.53 128.49 1.04 0.8% 0.68 0.5% 22% False False 668,348
10 129.70 128.49 1.21 0.9% 0.62 0.5% 19% False False 691,493
20 129.86 127.12 2.74 2.1% 0.64 0.5% 58% False False 722,558
40 129.93 126.40 3.53 2.7% 0.72 0.6% 66% False False 560,478
60 129.93 122.75 7.18 5.6% 0.76 0.6% 83% False False 374,358
80 129.93 121.60 8.33 6.5% 0.66 0.5% 85% False False 280,817
100 129.93 120.92 9.01 7.0% 0.58 0.5% 87% False False 224,672
120 129.93 120.76 9.17 7.1% 0.48 0.4% 87% False False 187,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131.30
2.618 130.45
1.618 129.93
1.000 129.61
0.618 129.41
HIGH 129.09
0.618 128.89
0.500 128.83
0.382 128.77
LOW 128.57
0.618 128.25
1.000 128.05
1.618 127.73
2.618 127.21
4.250 126.36
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 128.83 129.05
PP 128.79 128.94
S1 128.76 128.83

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

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