Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 134.12 133.31 -0.81 -0.6% 132.72
High 134.37 133.43 -0.94 -0.7% 134.73
Low 133.02 132.44 -0.58 -0.4% 132.60
Close 133.23 132.72 -0.51 -0.4% 133.66
Range 1.35 0.99 -0.36 -26.7% 2.13
ATR 0.83 0.84 0.01 1.4% 0.00
Volume 1,492,844 1,368,099 -124,745 -8.4% 4,835,303
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.83 135.27 133.26
R3 134.84 134.28 132.99
R2 133.85 133.85 132.90
R1 133.29 133.29 132.81 133.08
PP 132.86 132.86 132.86 132.76
S1 132.30 132.30 132.63 132.09
S2 131.87 131.87 132.54
S3 130.88 131.31 132.45
S4 129.89 130.32 132.18
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
5 134.77 132.44 2.33 1.8% 1.00 0.8% 12% False True 965,925
10 134.77 132.38 2.39 1.8% 0.93 0.7% 14% False False 854,342
20 134.77 129.44 5.33 4.0% 0.79 0.6% 62% False False 777,050
40 134.77 127.37 7.40 5.6% 0.74 0.6% 72% False False 734,827
60 134.77 127.12 7.65 5.8% 0.72 0.5% 73% False False 744,983
80 134.77 124.90 9.87 7.4% 0.74 0.6% 79% False False 615,863
100 134.77 122.28 12.49 9.4% 0.74 0.6% 84% False False 492,999
120 134.77 121.60 13.17 9.9% 0.68 0.5% 84% False False 410,864
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.64
2.618 136.02
1.618 135.03
1.000 134.42
0.618 134.04
HIGH 133.43
0.618 133.05
0.500 132.94
0.382 132.82
LOW 132.44
0.618 131.83
1.000 131.45
1.618 130.84
2.618 129.85
4.250 128.23
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 132.94 133.61
PP 132.86 133.31
S1 132.79 133.02

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

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