Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 130.05 130.62 0.57 0.4% 128.61
High 130.81 130.66 -0.15 -0.1% 130.05
Low 129.92 130.18 0.26 0.2% 128.41
Close 130.59 130.22 -0.37 -0.3% 130.00
Range 0.89 0.48 -0.41 -46.1% 1.64
ATR 0.61 0.60 -0.01 -1.5% 0.00
Volume 7,379 23,097 15,718 213.0% 9,023
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 131.79 131.49 130.48
R3 131.31 131.01 130.35
R2 130.83 130.83 130.31
R1 130.53 130.53 130.26 130.44
PP 130.35 130.35 130.35 130.31
S1 130.05 130.05 130.18 129.96
S2 129.87 129.87 130.13
S3 129.39 129.57 130.09
S4 128.91 129.09 129.96
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.41 133.84 130.90
R3 132.77 132.20 130.45
R2 131.13 131.13 130.30
R1 130.56 130.56 130.15 130.85
PP 129.49 129.49 129.49 129.63
S1 128.92 128.92 129.85 129.21
S2 127.85 127.85 129.70
S3 126.21 127.28 129.55
S4 124.57 125.64 129.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.81 129.01 1.80 1.4% 0.61 0.5% 67% False False 7,096
10 130.81 127.71 3.10 2.4% 0.54 0.4% 81% False False 4,296
20 130.81 126.01 4.80 3.7% 0.56 0.4% 88% False False 2,499
40 130.81 126.01 4.80 3.7% 0.50 0.4% 88% False False 1,319
60 130.81 125.81 5.00 3.8% 0.43 0.3% 88% False False 941
80 130.81 123.43 7.38 5.7% 0.33 0.3% 92% False False 785
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.70
2.618 131.92
1.618 131.44
1.000 131.14
0.618 130.96
HIGH 130.66
0.618 130.48
0.500 130.42
0.382 130.36
LOW 130.18
0.618 129.88
1.000 129.70
1.618 129.40
2.618 128.92
4.250 128.14
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 130.42 130.20
PP 130.35 130.18
S1 130.29 130.16

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

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