Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 131.86 131.27 -0.59 -0.4% 132.05
High 131.96 131.34 -0.62 -0.5% 133.29
Low 130.96 130.24 -0.72 -0.5% 130.24
Close 131.25 130.52 -0.73 -0.6% 130.52
Range 1.00 1.10 0.10 10.0% 3.05
ATR 0.80 0.82 0.02 2.7% 0.00
Volume 285,144 589,084 303,940 106.6% 1,152,356
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.00 133.36 131.13
R3 132.90 132.26 130.82
R2 131.80 131.80 130.72
R1 131.16 131.16 130.62 130.93
PP 130.70 130.70 130.70 130.59
S1 130.06 130.06 130.42 129.83
S2 129.60 129.60 130.32
S3 128.50 128.96 130.22
S4 127.40 127.86 129.92
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 140.50 138.56 132.20
R3 137.45 135.51 131.36
R2 134.40 134.40 131.08
R1 132.46 132.46 130.80 131.91
PP 131.35 131.35 131.35 131.07
S1 129.41 129.41 130.24 128.86
S2 128.30 128.30 129.96
S3 125.25 126.36 129.68
S4 122.20 123.31 128.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.29 130.24 3.05 2.3% 0.96 0.7% 9% False True 230,471
10 133.29 130.24 3.05 2.3% 0.95 0.7% 9% False True 123,996
20 133.29 128.41 4.88 3.7% 0.77 0.6% 43% False False 65,041
40 133.29 126.01 7.28 5.6% 0.67 0.5% 62% False False 32,829
60 133.29 125.81 7.48 5.7% 0.59 0.4% 63% False False 21,949
80 133.29 124.50 8.79 6.7% 0.47 0.4% 68% False False 16,482
100 133.29 122.50 10.79 8.3% 0.38 0.3% 74% False False 13,258
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.02
2.618 134.22
1.618 133.12
1.000 132.44
0.618 132.02
HIGH 131.34
0.618 130.92
0.500 130.79
0.382 130.66
LOW 130.24
0.618 129.56
1.000 129.14
1.618 128.46
2.618 127.36
4.250 125.57
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 130.79 131.57
PP 130.70 131.22
S1 130.61 130.87

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

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