Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 127.56 127.29 -0.27 -0.2% 127.55
High 127.56 127.91 0.35 0.3% 127.95
Low 126.80 127.01 0.21 0.2% 126.80
Close 127.36 127.72 0.36 0.3% 127.72
Range 0.76 0.90 0.14 18.4% 1.15
ATR 0.50 0.53 0.03 5.6% 0.00
Volume 1,052 111 -941 -89.4% 1,652
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.25 129.88 128.22
R3 129.35 128.98 127.97
R2 128.45 128.45 127.89
R1 128.08 128.08 127.80 128.27
PP 127.55 127.55 127.55 127.64
S1 127.18 127.18 127.64 127.37
S2 126.65 126.65 127.56
S3 125.75 126.28 127.47
S4 124.85 125.38 127.23
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.94 130.48 128.35
R3 129.79 129.33 128.04
R2 128.64 128.64 127.93
R1 128.18 128.18 127.83 128.41
PP 127.49 127.49 127.49 127.61
S1 127.03 127.03 127.61 127.26
S2 126.34 126.34 127.51
S3 125.19 125.88 127.40
S4 124.04 124.73 127.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.95 126.80 1.15 0.9% 0.61 0.5% 80% False False 330
10 128.30 126.80 1.50 1.2% 0.54 0.4% 61% False False 190
20 128.30 125.81 2.49 1.9% 0.44 0.3% 77% False False 155
40 128.30 125.81 2.49 1.9% 0.35 0.3% 77% False False 158
60 128.30 123.06 5.24 4.1% 0.24 0.2% 89% False False 228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 131.74
2.618 130.27
1.618 129.37
1.000 128.81
0.618 128.47
HIGH 127.91
0.618 127.57
0.500 127.46
0.382 127.35
LOW 127.01
0.618 126.45
1.000 126.11
1.618 125.55
2.618 124.65
4.250 123.19
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 127.63 127.60
PP 127.55 127.48
S1 127.46 127.36

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

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