Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 127.30 127.25 -0.05 0.0% 127.55
High 127.49 127.75 0.26 0.2% 127.95
Low 127.30 127.24 -0.06 0.0% 126.80
Close 127.47 127.47 0.00 0.0% 127.72
Range 0.19 0.51 0.32 168.4% 1.15
ATR 0.52 0.52 0.00 -0.1% 0.00
Volume 13 322 309 2,376.9% 1,652
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 129.02 128.75 127.75
R3 128.51 128.24 127.61
R2 128.00 128.00 127.56
R1 127.73 127.73 127.52 127.87
PP 127.49 127.49 127.49 127.55
S1 127.22 127.22 127.42 127.36
S2 126.98 126.98 127.38
S3 126.47 126.71 127.33
S4 125.96 126.20 127.19
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% 0.62 0.5% 56% False False 335
10 127.99 126.80 1.19 0.9% 0.56 0.4% 56% False False 227
20 128.30 126.80 1.50 1.2% 0.45 0.4% 45% False False 145
40 128.30 125.81 2.49 2.0% 0.38 0.3% 67% False False 168
60 128.30 123.43 4.87 3.8% 0.26 0.2% 83% False False 205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.92
2.618 129.09
1.618 128.58
1.000 128.26
0.618 128.07
HIGH 127.75
0.618 127.56
0.500 127.50
0.382 127.43
LOW 127.24
0.618 126.92
1.000 126.73
1.618 126.41
2.618 125.90
4.250 125.07
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 127.50 127.62
PP 127.49 127.57
S1 127.48 127.52

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

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