Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 127.78 127.81 0.03 0.0% 126.51
High 128.03 128.30 0.27 0.2% 127.19
Low 127.71 127.78 0.07 0.1% 126.01
Close 127.80 128.21 0.41 0.3% 127.10
Range 0.32 0.52 0.20 62.5% 1.18
ATR 0.57 0.57 0.00 -0.7% 0.00
Volume 2,131 788 -1,343 -63.0% 1,301
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 129.66 129.45 128.50
R3 129.14 128.93 128.35
R2 128.62 128.62 128.31
R1 128.41 128.41 128.26 128.52
PP 128.10 128.10 128.10 128.15
S1 127.89 127.89 128.16 128.00
S2 127.58 127.58 128.11
S3 127.06 127.37 128.07
S4 126.54 126.85 127.92
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.31 129.88 127.75
R3 129.13 128.70 127.42
R2 127.95 127.95 127.32
R1 127.52 127.52 127.21 127.74
PP 126.77 126.77 126.77 126.87
S1 126.34 126.34 126.99 126.56
S2 125.59 125.59 126.88
S3 124.41 125.16 126.78
S4 123.23 123.98 126.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.30 126.66 1.64 1.3% 0.49 0.4% 95% True False 1,719
10 128.30 126.01 2.29 1.8% 0.55 0.4% 96% True False 961
20 128.30 126.01 2.29 1.8% 0.56 0.4% 96% True False 593
40 128.30 125.81 2.49 1.9% 0.50 0.4% 96% True False 390
60 128.30 124.43 3.87 3.0% 0.36 0.3% 98% True False 287
80 128.30 122.50 5.80 4.5% 0.27 0.2% 98% True False 306
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.51
2.618 129.66
1.618 129.14
1.000 128.82
0.618 128.62
HIGH 128.30
0.618 128.10
0.500 128.04
0.382 127.98
LOW 127.78
0.618 127.46
1.000 127.26
1.618 126.94
2.618 126.42
4.250 125.57
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 128.15 128.02
PP 128.10 127.84
S1 128.04 127.65

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

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