Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 133.94 134.05 0.11 0.1% 132.72
High 134.35 134.54 0.19 0.1% 134.73
Low 133.67 133.25 -0.42 -0.3% 132.60
Close 133.94 133.66 -0.28 -0.2% 133.66
Range 0.68 1.29 0.61 89.7% 2.13
ATR 0.75 0.79 0.04 5.1% 0.00
Volume 954,573 1,121,507 166,934 17.5% 4,835,303
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 137.69 136.96 134.37
R3 136.40 135.67 134.01
R2 135.11 135.11 133.90
R1 134.38 134.38 133.78 134.10
PP 133.82 133.82 133.82 133.68
S1 133.09 133.09 133.54 132.81
S2 132.53 132.53 133.42
S3 131.24 131.80 133.31
S4 129.95 130.51 132.95
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 140.05 138.99 134.83
R3 137.92 136.86 134.25
R2 135.79 135.79 134.05
R1 134.73 134.73 133.86 135.26
PP 133.66 133.66 133.66 133.93
S1 132.60 132.60 133.46 133.13
S2 131.53 131.53 133.27
S3 129.40 130.47 133.07
S4 127.27 128.34 132.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.73 132.60 2.13 1.6% 0.98 0.7% 50% False False 967,060
10 134.73 131.38 3.35 2.5% 0.85 0.6% 68% False False 802,314
20 134.73 128.09 6.64 5.0% 0.73 0.5% 84% False False 722,421
40 134.73 127.37 7.36 5.5% 0.71 0.5% 85% False False 707,292
60 134.73 127.12 7.61 5.7% 0.71 0.5% 86% False False 739,458
80 134.73 124.37 10.36 7.8% 0.73 0.5% 90% False False 569,640
100 134.73 121.60 13.13 9.8% 0.72 0.5% 92% False False 455,928
120 134.73 121.55 13.18 9.9% 0.66 0.5% 92% False False 379,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.02
2.618 137.92
1.618 136.63
1.000 135.83
0.618 135.34
HIGH 134.54
0.618 134.05
0.500 133.90
0.382 133.74
LOW 133.25
0.618 132.45
1.000 131.96
1.618 131.16
2.618 129.87
4.250 127.77
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 133.90 133.99
PP 133.82 133.88
S1 133.74 133.77

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

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