Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 132.50 132.72 0.22 0.2% 131.53
High 133.02 132.89 -0.13 -0.1% 133.02
Low 132.38 132.60 0.22 0.2% 131.38
Close 132.89 132.76 -0.13 -0.1% 132.89
Range 0.64 0.29 -0.35 -54.7% 1.64
ATR 0.69 0.66 -0.03 -4.1% 0.00
Volume 0 507,881 507,881 3,187,837
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.62 133.48 132.92
R3 133.33 133.19 132.84
R2 133.04 133.04 132.81
R1 132.90 132.90 132.79 132.97
PP 132.75 132.75 132.75 132.79
S1 132.61 132.61 132.73 132.68
S2 132.46 132.46 132.71
S3 132.17 132.32 132.68
S4 131.88 132.03 132.60
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
5 133.02 131.64 1.38 1.0% 0.59 0.4% 81% False False 594,297
10 133.02 129.81 3.21 2.4% 0.66 0.5% 92% False False 645,312
20 133.02 127.37 5.65 4.3% 0.60 0.4% 95% False False 654,083
40 133.02 127.37 5.65 4.3% 0.65 0.5% 95% False False 679,730
60 133.02 127.12 5.90 4.4% 0.68 0.5% 96% False False 685,277
80 133.02 123.73 9.29 7.0% 0.74 0.6% 97% False False 515,633
100 133.02 121.60 11.42 8.6% 0.69 0.5% 98% False False 412,666
120 133.02 121.50 11.52 8.7% 0.63 0.5% 98% False False 343,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 134.12
2.618 133.65
1.618 133.36
1.000 133.18
0.618 133.07
HIGH 132.89
0.618 132.78
0.500 132.75
0.382 132.71
LOW 132.60
0.618 132.42
1.000 132.31
1.618 132.13
2.618 131.84
4.250 131.37
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 132.76 132.64
PP 132.75 132.52
S1 132.75 132.40

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

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