Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 129.16 128.65 -0.51 -0.4% 128.84
High 129.54 129.14 -0.40 -0.3% 129.53
Low 128.58 128.61 0.03 0.0% 128.18
Close 128.73 128.90 0.17 0.1% 129.16
Range 0.96 0.53 -0.43 -44.8% 1.35
ATR 0.74 0.73 -0.02 -2.0% 0.00
Volume 677,007 667,157 -9,850 -1.5% 3,524,445
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.47 130.22 129.19
R3 129.94 129.69 129.05
R2 129.41 129.41 129.00
R1 129.16 129.16 128.95 129.29
PP 128.88 128.88 128.88 128.95
S1 128.63 128.63 128.85 128.76
S2 128.35 128.35 128.80
S3 127.82 128.10 128.75
S4 127.29 127.57 128.61
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 133.01 132.43 129.90
R3 131.66 131.08 129.53
R2 130.31 130.31 129.41
R1 129.73 129.73 129.28 130.02
PP 128.96 128.96 128.96 129.10
S1 128.38 128.38 129.04 128.67
S2 127.61 127.61 128.91
S3 126.26 127.03 128.79
S4 124.91 125.68 128.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.54 128.18 1.36 1.1% 0.76 0.6% 53% False False 735,068
10 129.57 128.18 1.39 1.1% 0.72 0.6% 52% False False 686,605
20 129.86 127.47 2.39 1.9% 0.67 0.5% 60% False False 712,743
40 129.93 127.12 2.81 2.2% 0.70 0.5% 63% False False 634,208
60 129.93 123.61 6.32 4.9% 0.78 0.6% 84% False False 423,901
80 129.93 121.60 8.33 6.5% 0.68 0.5% 88% False False 318,061
100 129.93 121.50 8.43 6.5% 0.61 0.5% 88% False False 254,470
120 129.93 120.76 9.17 7.1% 0.51 0.4% 89% False False 212,079
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.39
2.618 130.53
1.618 130.00
1.000 129.67
0.618 129.47
HIGH 129.14
0.618 128.94
0.500 128.88
0.382 128.81
LOW 128.61
0.618 128.28
1.000 128.08
1.618 127.75
2.618 127.22
4.250 126.36
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 128.89 128.98
PP 128.88 128.95
S1 128.88 128.93

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

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