Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 132.05 131.69 -0.36 -0.3% 130.06
High 132.17 132.31 0.14 0.1% 131.54
Low 131.64 131.68 0.04 0.0% 129.81
Close 131.69 132.16 0.47 0.4% 131.48
Range 0.53 0.63 0.10 18.9% 1.73
ATR 0.69 0.68 0.00 -0.6% 0.00
Volume 807,199 756,833 -50,366 -6.2% 3,095,856
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.94 133.68 132.51
R3 133.31 133.05 132.33
R2 132.68 132.68 132.28
R1 132.42 132.42 132.22 132.55
PP 132.05 132.05 132.05 132.12
S1 131.79 131.79 132.10 131.92
S2 131.42 131.42 132.04
S3 130.79 131.16 131.99
S4 130.16 130.53 131.81
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
5 132.31 130.90 1.41 1.1% 0.64 0.5% 89% True False 743,634
10 132.31 129.05 3.26 2.5% 0.64 0.5% 95% True False 680,737
20 132.31 127.37 4.94 3.7% 0.64 0.5% 97% True False 688,928
40 132.31 127.37 4.94 3.7% 0.65 0.5% 97% True False 694,342
60 132.31 127.12 5.19 3.9% 0.68 0.5% 97% True False 662,801
80 132.31 123.63 8.68 6.6% 0.74 0.6% 98% True False 498,094
100 132.31 121.60 10.71 8.1% 0.68 0.5% 99% True False 398,593
120 132.31 121.50 10.81 8.2% 0.62 0.5% 99% True False 332,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.99
2.618 133.96
1.618 133.33
1.000 132.94
0.618 132.70
HIGH 132.31
0.618 132.07
0.500 132.00
0.382 131.92
LOW 131.68
0.618 131.29
1.000 131.05
1.618 130.66
2.618 130.03
4.250 129.00
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 132.11 132.06
PP 132.05 131.95
S1 132.00 131.85

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

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