Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 132.07 132.50 0.43 0.3% 131.53
High 132.62 133.02 0.40 0.3% 133.02
Low 131.78 132.38 0.60 0.5% 131.38
Close 132.45 132.89 0.44 0.3% 132.89
Range 0.84 0.64 -0.20 -23.8% 1.64
ATR 0.70 0.69 0.00 -0.6% 0.00
Volume 899,575 0 -899,575 -100.0% 3,187,837
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.68 134.43 133.24
R3 134.04 133.79 133.07
R2 133.40 133.40 133.01
R1 133.15 133.15 132.95 133.28
PP 132.76 132.76 132.76 132.83
S1 132.51 132.51 132.83 132.64
S2 132.12 132.12 132.77
S3 131.48 131.87 132.71
S4 130.84 131.23 132.54
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 137.35 136.76 133.79
R3 135.71 135.12 133.34
R2 134.07 134.07 133.19
R1 133.48 133.48 133.04 133.78
PP 132.43 132.43 132.43 132.58
S1 131.84 131.84 132.74 132.14
S2 130.79 130.79 132.59
S3 129.15 130.20 132.44
S4 127.51 128.56 131.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.02 131.38 1.64 1.2% 0.71 0.5% 92% True False 637,567
10 133.02 129.81 3.21 2.4% 0.64 0.5% 96% True False 628,369
20 133.02 127.37 5.65 4.3% 0.62 0.5% 98% True False 658,659
40 133.02 127.37 5.65 4.3% 0.65 0.5% 98% True False 681,401
60 133.02 127.12 5.90 4.4% 0.69 0.5% 98% True False 677,207
80 133.02 123.73 9.29 7.0% 0.74 0.6% 99% True False 509,292
100 133.02 121.60 11.42 8.6% 0.69 0.5% 99% True False 407,587
120 133.02 121.50 11.52 8.7% 0.62 0.5% 99% True False 339,673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.74
2.618 134.70
1.618 134.06
1.000 133.66
0.618 133.42
HIGH 133.02
0.618 132.78
0.500 132.70
0.382 132.62
LOW 132.38
0.618 131.98
1.000 131.74
1.618 131.34
2.618 130.70
4.250 129.66
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 132.83 132.71
PP 132.76 132.53
S1 132.70 132.35

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

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