Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 133.75 133.94 0.19 0.1% 131.53
High 134.73 134.35 -0.38 -0.3% 133.02
Low 133.51 133.67 0.16 0.1% 131.38
Close 134.19 133.94 -0.25 -0.2% 132.89
Range 1.22 0.68 -0.54 -44.3% 1.64
ATR 0.76 0.75 -0.01 -0.7% 0.00
Volume 1,227,277 954,573 -272,704 -22.2% 3,187,837
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.03 135.66 134.31
R3 135.35 134.98 134.13
R2 134.67 134.67 134.06
R1 134.30 134.30 134.00 134.28
PP 133.99 133.99 133.99 133.98
S1 133.62 133.62 133.88 133.60
S2 133.31 133.31 133.82
S3 132.63 132.94 133.75
S4 131.95 132.26 133.57
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
5 134.73 132.38 2.35 1.8% 0.85 0.6% 66% False False 742,759
10 134.73 130.94 3.79 2.8% 0.78 0.6% 79% False False 759,989
20 134.73 128.09 6.64 5.0% 0.68 0.5% 88% False False 706,658
40 134.73 127.37 7.36 5.5% 0.69 0.5% 89% False False 703,191
60 134.73 127.12 7.61 5.7% 0.70 0.5% 90% False False 730,622
80 134.73 124.37 10.36 7.7% 0.74 0.6% 92% False False 555,659
100 134.73 121.60 13.13 9.8% 0.71 0.5% 94% False False 444,713
120 134.73 121.55 13.18 9.8% 0.65 0.5% 94% False False 370,620
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.24
2.618 136.13
1.618 135.45
1.000 135.03
0.618 134.77
HIGH 134.35
0.618 134.09
0.500 134.01
0.382 133.93
LOW 133.67
0.618 133.25
1.000 132.99
1.618 132.57
2.618 131.89
4.250 130.78
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 134.01 133.89
PP 133.99 133.83
S1 133.96 133.78

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

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