Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 132.90 133.75 0.85 0.6% 131.53
High 134.26 134.73 0.47 0.4% 133.02
Low 132.83 133.51 0.68 0.5% 131.38
Close 133.90 134.19 0.29 0.2% 132.89
Range 1.43 1.22 -0.21 -14.7% 1.64
ATR 0.72 0.76 0.04 4.9% 0.00
Volume 1,024,065 1,227,277 203,212 19.8% 3,187,837
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 137.80 137.22 134.86
R3 136.58 136.00 134.53
R2 135.36 135.36 134.41
R1 134.78 134.78 134.30 135.07
PP 134.14 134.14 134.14 134.29
S1 133.56 133.56 134.08 133.85
S2 132.92 132.92 133.97
S3 131.70 132.34 133.85
S4 130.48 131.12 133.52
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
5 134.73 131.78 2.95 2.2% 0.88 0.7% 82% True False 731,759
10 134.73 130.90 3.83 2.9% 0.76 0.6% 86% True False 737,696
20 134.73 127.78 6.95 5.2% 0.68 0.5% 92% True False 691,738
40 134.73 127.37 7.36 5.5% 0.69 0.5% 93% True False 699,210
60 134.73 127.12 7.61 5.7% 0.70 0.5% 93% True False 720,201
80 134.73 124.37 10.36 7.7% 0.75 0.6% 95% True False 543,765
100 134.73 121.60 13.13 9.8% 0.71 0.5% 96% True False 435,176
120 134.73 121.50 13.23 9.9% 0.65 0.5% 96% True False 362,665
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.92
2.618 137.92
1.618 136.70
1.000 135.95
0.618 135.48
HIGH 134.73
0.618 134.26
0.500 134.12
0.382 133.98
LOW 133.51
0.618 132.76
1.000 132.29
1.618 131.54
2.618 130.32
4.250 128.33
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 134.17 134.02
PP 134.14 133.84
S1 134.12 133.67

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

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