Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	130.98	131.53	0.55	0.4%	130.06
High	131.54	132.30	0.76	0.6%	131.54
Low	130.94	131.38	0.44	0.3%	129.81
Close	131.48	132.05	0.57	0.4%	131.48
Range	0.60	0.92	0.32	53.3%	1.73
ATR	0.68	0.70	0.02	2.5%	0.00
Volume	698,263	724,230	25,967	3.7%	3,095,856

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.67	134.28	132.56
R3	133.75	133.36	132.30
R2	132.83	132.83	132.22
R1	132.44	132.44	132.13	132.64
PP	131.91	131.91	131.91	132.01
S1	131.52	131.52	131.97	131.72
S2	130.99	130.99	131.88
S3	130.07	130.60	131.80
S4	129.15	129.68	131.54

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	136.13	135.54	132.43
R3	134.40	133.81	131.96
R2	132.67	132.67	131.80
R1	132.08	132.08	131.64	132.38
PP	130.94	130.94	130.94	131.09
S1	130.35	130.35	131.32	130.65
S2	129.21	129.21	131.16
S3	127.48	128.62	131.00
S4	125.75	126.89	130.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.30	129.81	2.49	1.9%	0.73	0.5%	90%	True	False	696,327
10	132.30	128.34	3.96	3.0%	0.66	0.5%	94%	True	False	665,343
20	132.30	127.37	4.93	3.7%	0.64	0.5%	95%	True	False	675,884
40	132.30	127.12	5.18	3.9%	0.65	0.5%	95%	True	False	693,757
60	132.30	127.12	5.18	3.9%	0.68	0.5%	95%	True	False	637,025
80	132.30	123.16	9.14	6.9%	0.75	0.6%	97%	True	False	478,584
100	132.30	121.60	10.70	8.1%	0.68	0.5%	98%	True	False	382,956
120	132.30	121.50	10.80	8.2%	0.61	0.5%	98%	True	False	319,146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	136.21
2.618	134.71
1.618	133.79
1.000	133.22
0.618	132.87
HIGH	132.30
0.618	131.95
0.500	131.84
0.382	131.73
LOW	131.38
0.618	130.81
1.000	130.46
1.618	129.89
2.618	128.97
4.250	127.47

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	131.98	131.90
PP	131.91	131.75
S1	131.84	131.60

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols