Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 133.48 134.45 0.97 0.7% 132.72
High 134.44 134.77 0.33 0.2% 134.73
Low 133.48 134.35 0.87 0.7% 132.60
Close 134.19 134.43 0.24 0.2% 133.66
Range 0.96 0.42 -0.54 -56.3% 2.13
ATR 0.80 0.79 -0.02 -2.0% 0.00
Volume 0 847,177 847,177 4,835,303
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 135.78 135.52 134.66
R3 135.36 135.10 134.55
R2 134.94 134.94 134.51
R1 134.68 134.68 134.47 134.60
PP 134.52 134.52 134.52 134.48
S1 134.26 134.26 134.39 134.18
S2 134.10 134.10 134.35
S3 133.68 133.84 134.31
S4 133.26 133.42 134.20
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
5 134.77 133.25 1.52 1.1% 0.91 0.7% 78% True False 830,106
10 134.77 131.68 3.09 2.3% 0.84 0.6% 89% True False 733,888
20 134.77 129.05 5.72 4.3% 0.73 0.5% 94% True False 702,216
40 134.77 127.37 7.40 5.5% 0.71 0.5% 95% True False 696,566
60 134.77 127.12 7.65 5.7% 0.71 0.5% 96% True False 725,740
80 134.77 124.89 9.88 7.3% 0.72 0.5% 97% True False 580,171
100 134.77 122.09 12.68 9.4% 0.72 0.5% 97% True False 464,393
120 134.77 121.55 13.22 9.8% 0.66 0.5% 97% True False 387,024
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136.56
2.618 135.87
1.618 135.45
1.000 135.19
0.618 135.03
HIGH 134.77
0.618 134.61
0.500 134.56
0.382 134.51
LOW 134.35
0.618 134.09
1.000 133.93
1.618 133.67
2.618 133.25
4.250 132.57
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 134.56 134.29
PP 134.52 134.15
S1 134.47 134.01

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

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