Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	131.69	132.07	0.38	0.3%	130.06
High	132.31	132.62	0.31	0.2%	131.54
Low	131.68	131.78	0.10	0.1%	129.81
Close	132.16	132.45	0.29	0.2%	131.48
Range	0.63	0.84	0.21	33.3%	1.73
ATR	0.68	0.70	0.01	1.6%	0.00
Volume	756,833	899,575	142,742	18.9%	3,095,856

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.80	134.47	132.91
R3	133.96	133.63	132.68
R2	133.12	133.12	132.60
R1	132.79	132.79	132.53	132.96
PP	132.28	132.28	132.28	132.37
S1	131.95	131.95	132.37	132.12
S2	131.44	131.44	132.30
S3	130.60	131.11	132.22
S4	129.76	130.27	131.99

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	132.62	130.94	1.68	1.3%	0.70	0.5%	90%	True	False	777,220
10	132.62	129.44	3.18	2.4%	0.65	0.5%	95%	True	False	699,758
20	132.62	127.37	5.25	4.0%	0.64	0.5%	97%	True	False	698,766
40	132.62	127.37	5.25	4.0%	0.66	0.5%	97%	True	False	699,222
60	132.62	127.12	5.50	4.2%	0.69	0.5%	97%	True	False	677,531
80	132.62	123.63	8.99	6.8%	0.74	0.6%	98%	True	False	509,299
100	132.62	121.60	11.02	8.3%	0.68	0.5%	98%	True	False	407,588
120	132.62	121.50	11.12	8.4%	0.63	0.5%	98%	True	False	339,673

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	0.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136.19
2.618	134.82
1.618	133.98
1.000	133.46
0.618	133.14
HIGH	132.62
0.618	132.30
0.500	132.20
0.382	132.10
LOW	131.78
0.618	131.26
1.000	130.94
1.618	130.42
2.618	129.58
4.250	128.21

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	132.37	132.34
PP	132.28	132.24
S1	132.20	132.13

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