Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 132.72 132.90 0.18 0.1% 131.53
High 132.89 134.26 1.37 1.0% 133.02
Low 132.60 132.83 0.23 0.2% 131.38
Close 132.76 133.90 1.14 0.9% 132.89
Range 0.29 1.43 1.14 393.1% 1.64
ATR 0.66 0.72 0.06 9.0% 0.00
Volume 507,881 1,024,065 516,184 101.6% 3,187,837
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 137.95 137.36 134.69
R3 136.52 135.93 134.29
R2 135.09 135.09 134.16
R1 134.50 134.50 134.03 134.80
PP 133.66 133.66 133.66 133.81
S1 133.07 133.07 133.77 133.37
S2 132.23 132.23 133.64
S3 130.80 131.64 133.51
S4 129.37 130.21 133.11
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
5 134.26 131.68 2.58 1.9% 0.77 0.6% 86% True False 637,670
10 134.26 130.41 3.85 2.9% 0.72 0.5% 91% True False 695,358
20 134.26 127.45 6.81 5.1% 0.64 0.5% 95% True False 666,148
40 134.26 127.37 6.89 5.1% 0.67 0.5% 95% True False 689,325
60 134.26 127.12 7.14 5.3% 0.70 0.5% 95% True False 702,036
80 134.26 123.95 10.31 7.7% 0.75 0.6% 97% True False 528,434
100 134.26 121.60 12.66 9.5% 0.70 0.5% 97% True False 422,904
120 134.26 121.50 12.76 9.5% 0.64 0.5% 97% True False 352,438
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 0.12
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 140.34
2.618 138.00
1.618 136.57
1.000 135.69
0.618 135.14
HIGH 134.26
0.618 133.71
0.500 133.55
0.382 133.38
LOW 132.83
0.618 131.95
1.000 131.40
1.618 130.52
2.618 129.09
4.250 126.75
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 133.78 133.71
PP 133.66 133.51
S1 133.55 133.32

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

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