Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	130.06	130.00	-0.06	0.0%	128.46
High	130.14	130.59	0.45	0.3%	130.15
Low	129.97	129.81	-0.16	-0.1%	128.09
Close	130.03	129.95	-0.08	-0.1%	130.10
Range	0.17	0.78	0.61	358.8%	2.06
ATR	0.65	0.66	0.01	1.4%	0.00
Volume	338,449	523,610	185,161	54.7%	3,329,429

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.46	131.98	130.38
R3	131.68	131.20	130.16
R2	130.90	130.90	130.09
R1	130.42	130.42	130.02	130.27
PP	130.12	130.12	130.12	130.04
S1	129.64	129.64	129.88	129.49
S2	129.34	129.34	129.81
S3	128.56	128.86	129.74
S4	127.78	128.08	129.52

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	130.59	129.05	1.54	1.2%	0.55	0.4%	58%	True	False	588,044
10	130.59	127.45	3.14	2.4%	0.57	0.4%	80%	True	False	636,939
20	130.59	127.37	3.22	2.5%	0.67	0.5%	80%	True	False	678,392
40	130.59	127.12	3.47	2.7%	0.67	0.5%	82%	True	False	708,312
60	130.59	125.66	4.93	3.8%	0.72	0.6%	87%	True	False	588,297
80	130.59	122.75	7.84	6.0%	0.73	0.6%	92%	True	False	441,678
100	130.59	121.60	8.99	6.9%	0.66	0.5%	93%	True	False	353,381
120	130.59	120.76	9.83	7.6%	0.59	0.5%	93%	True	False	294,499

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133.91
2.618	132.63
1.618	131.85
1.000	131.37
0.618	131.07
HIGH	130.59
0.618	130.29
0.500	130.20
0.382	130.11
LOW	129.81
0.618	129.33
1.000	129.03
1.618	128.55
2.618	127.77
4.250	126.50

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	130.20	130.02
PP	130.12	129.99
S1	130.03	129.97

Download as Excel Spreadsheet

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

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