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

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

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