Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 127.99 127.30 -0.69 -0.5% 127.55
High 127.99 127.49 -0.50 -0.4% 127.95
Low 127.26 127.30 0.04 0.0% 126.80
Close 127.31 127.47 0.16 0.1% 127.72
Range 0.73 0.19 -0.54 -74.0% 1.15
ATR 0.55 0.52 -0.03 -4.7% 0.00
Volume 179 13 -166 -92.7% 1,652
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 127.99 127.92 127.57
R3 127.80 127.73 127.52
R2 127.61 127.61 127.50
R1 127.54 127.54 127.49 127.58
PP 127.42 127.42 127.42 127.44
S1 127.35 127.35 127.45 127.39
S2 127.23 127.23 127.44
S3 127.04 127.16 127.42
S4 126.85 126.97 127.37
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
5 127.99 126.80 1.19 0.9% 0.58 0.5% 56% False False 273
10 128.01 126.80 1.21 0.9% 0.55 0.4% 55% False False 197
20 128.30 126.80 1.50 1.2% 0.43 0.3% 45% False False 139
40 128.30 125.81 2.49 2.0% 0.37 0.3% 67% False False 162
60 128.30 123.43 4.87 3.8% 0.25 0.2% 83% False False 214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 128.30
2.618 127.99
1.618 127.80
1.000 127.68
0.618 127.61
HIGH 127.49
0.618 127.42
0.500 127.40
0.382 127.37
LOW 127.30
0.618 127.18
1.000 127.11
1.618 126.99
2.618 126.80
4.250 126.49
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 127.45 127.50
PP 127.42 127.49
S1 127.40 127.48

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

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