Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 132.51 132.62 0.11 0.1% 131.26
High 132.85 133.08 0.23 0.2% 133.25
Low 132.24 131.82 -0.42 -0.3% 131.14
Close 132.48 132.21 -0.27 -0.2% 132.21
Range 0.61 1.26 0.65 106.6% 2.11
ATR 0.69 0.73 0.04 5.9% 0.00
Volume 10,620 34,562 23,942 225.4% 87,605
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.15 135.44 132.90
R3 134.89 134.18 132.56
R2 133.63 133.63 132.44
R1 132.92 132.92 132.33 132.65
PP 132.37 132.37 132.37 132.23
S1 131.66 131.66 132.09 131.39
S2 131.11 131.11 131.98
S3 129.85 130.40 131.86
S4 128.59 129.14 131.52
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 138.53 137.48 133.37
R3 136.42 135.37 132.79
R2 134.31 134.31 132.60
R1 133.26 133.26 132.40 133.79
PP 132.20 132.20 132.20 132.46
S1 131.15 131.15 132.02 131.68
S2 130.09 130.09 131.82
S3 127.98 129.04 131.63
S4 125.87 126.93 131.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.25 131.14 2.11 1.6% 0.94 0.7% 51% False False 17,521
10 133.25 129.92 3.33 2.5% 0.81 0.6% 69% False False 13,944
20 133.25 126.66 6.59 5.0% 0.67 0.5% 84% False False 7,864
40 133.25 126.01 7.24 5.5% 0.61 0.5% 86% False False 4,026
60 133.25 125.81 7.44 5.6% 0.54 0.4% 86% False False 2,747
80 133.25 123.49 9.76 7.4% 0.41 0.3% 89% False False 2,092
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.44
2.618 136.38
1.618 135.12
1.000 134.34
0.618 133.86
HIGH 133.08
0.618 132.60
0.500 132.45
0.382 132.30
LOW 131.82
0.618 131.04
1.000 130.56
1.618 129.78
2.618 128.52
4.250 126.47
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 132.45 132.54
PP 132.37 132.43
S1 132.29 132.32

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

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