Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 130.18 130.72 0.54 0.4% 128.61
High 130.83 131.14 0.31 0.2% 130.05
Low 130.18 130.35 0.17 0.1% 128.41
Close 130.70 130.98 0.28 0.2% 130.00
Range 0.65 0.79 0.14 21.5% 1.64
ATR 0.60 0.61 0.01 2.3% 0.00
Volume 7,675 5,401 -2,274 -29.6% 9,023
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.19 132.88 131.41
R3 132.40 132.09 131.20
R2 131.61 131.61 131.12
R1 131.30 131.30 131.05 131.46
PP 130.82 130.82 130.82 130.90
S1 130.51 130.51 130.91 130.67
S2 130.03 130.03 130.84
S3 129.24 129.72 130.76
S4 128.45 128.93 130.55
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
5 131.14 129.51 1.63 1.2% 0.67 0.5% 90% True False 8,992
10 131.14 128.05 3.09 2.4% 0.60 0.5% 95% True False 5,312
20 131.14 126.01 5.13 3.9% 0.57 0.4% 97% True False 3,136
40 131.14 126.01 5.13 3.9% 0.52 0.4% 97% True False 1,640
60 131.14 125.81 5.33 4.1% 0.46 0.3% 97% True False 1,158
80 131.14 123.49 7.65 5.8% 0.35 0.3% 98% True False 928
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.50
2.618 133.21
1.618 132.42
1.000 131.93
0.618 131.63
HIGH 131.14
0.618 130.84
0.500 130.75
0.382 130.65
LOW 130.35
0.618 129.86
1.000 129.56
1.618 129.07
2.618 128.28
4.250 126.99
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 130.90 130.87
PP 130.82 130.77
S1 130.75 130.66

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

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