Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 133.31 132.72 -0.59 -0.4% 133.48
High 133.43 132.82 -0.61 -0.5% 134.77
Low 132.44 131.73 -0.71 -0.5% 131.73
Close 132.72 132.00 -0.72 -0.5% 132.00
Range 0.99 1.09 0.10 10.1% 3.04
ATR 0.84 0.86 0.02 2.1% 0.00
Volume 1,368,099 1,476,627 108,528 7.9% 5,184,747
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.45 134.82 132.60
R3 134.36 133.73 132.30
R2 133.27 133.27 132.20
R1 132.64 132.64 132.10 132.41
PP 132.18 132.18 132.18 132.07
S1 131.55 131.55 131.90 131.32
S2 131.09 131.09 131.80
S3 130.00 130.46 131.70
S4 128.91 129.37 131.40
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 141.95 140.02 133.67
R3 138.91 136.98 132.84
R2 135.87 135.87 132.56
R1 133.94 133.94 132.28 133.39
PP 132.83 132.83 132.83 132.56
S1 130.90 130.90 131.72 130.35
S2 129.79 129.79 131.44
S3 126.75 127.86 131.16
S4 123.71 124.82 130.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.77 131.73 3.04 2.3% 0.96 0.7% 9% False True 1,036,949
10 134.77 131.73 3.04 2.3% 0.97 0.7% 9% False True 1,002,005
20 134.77 129.81 4.96 3.8% 0.81 0.6% 44% False False 815,187
40 134.77 127.37 7.40 5.6% 0.75 0.6% 63% False False 755,069
60 134.77 127.12 7.65 5.8% 0.72 0.5% 64% False False 753,823
80 134.77 125.42 9.35 7.1% 0.75 0.6% 70% False False 634,308
100 134.77 122.67 12.10 9.2% 0.75 0.6% 77% False False 507,764
120 134.77 121.60 13.17 10.0% 0.68 0.5% 79% False False 423,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.45
2.618 135.67
1.618 134.58
1.000 133.91
0.618 133.49
HIGH 132.82
0.618 132.40
0.500 132.28
0.382 132.15
LOW 131.73
0.618 131.06
1.000 130.64
1.618 129.97
2.618 128.88
4.250 127.10
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 132.28 133.05
PP 132.18 132.70
S1 132.09 132.35

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

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