Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 129.64 130.06 0.42 0.3% 128.46
High 130.15 130.14 -0.01 0.0% 130.15
Low 129.44 129.97 0.53 0.4% 128.09
Close 130.10 130.03 -0.07 -0.1% 130.10
Range 0.71 0.17 -0.54 -76.1% 2.06
ATR 0.69 0.65 -0.04 -5.4% 0.00
Volume 713,895 338,449 -375,446 -52.6% 3,329,429
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 130.56 130.46 130.12
R3 130.39 130.29 130.08
R2 130.22 130.22 130.06
R1 130.12 130.12 130.05 130.09
PP 130.05 130.05 130.05 130.03
S1 129.95 129.95 130.01 129.92
S2 129.88 129.88 130.00
S3 129.71 129.78 129.98
S4 129.54 129.61 129.94
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 135.63 134.92 131.23
R3 133.57 132.86 130.67
R2 131.51 131.51 130.48
R1 130.80 130.80 130.29 131.16
PP 129.45 129.45 129.45 129.62
S1 128.74 128.74 129.91 129.10
S2 127.39 127.39 129.72
S3 125.33 126.68 129.53
S4 123.27 124.62 128.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.15 128.34 1.81 1.4% 0.59 0.5% 93% False False 634,360
10 130.15 127.37 2.78 2.1% 0.54 0.4% 96% False False 662,854
20 130.15 127.37 2.78 2.1% 0.67 0.5% 96% False False 687,506
40 130.15 127.12 3.03 2.3% 0.66 0.5% 96% False False 711,617
60 130.15 125.64 4.51 3.5% 0.71 0.5% 97% False False 579,598
80 130.15 122.75 7.40 5.7% 0.73 0.6% 98% False False 435,134
100 130.15 121.60 8.55 6.6% 0.66 0.5% 99% False False 348,147
120 130.15 120.76 9.39 7.2% 0.58 0.4% 99% False False 290,137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 130.86
2.618 130.59
1.618 130.42
1.000 130.31
0.618 130.25
HIGH 130.14
0.618 130.08
0.500 130.06
0.382 130.03
LOW 129.97
0.618 129.86
1.000 129.80
1.618 129.69
2.618 129.52
4.250 129.25
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 130.06 129.89
PP 130.05 129.74
S1 130.04 129.60

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

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