Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 130.37 130.74 0.37 0.3% 132.05
High 130.91 131.74 0.83 0.6% 133.29
Low 130.37 130.74 0.37 0.3% 130.24
Close 130.65 131.70 1.05 0.8% 130.52
Range 0.54 1.00 0.46 85.2% 3.05
ATR 0.80 0.82 0.02 2.6% 0.00
Volume 620,177 1,362,217 742,040 119.6% 1,152,356
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.39 134.05 132.25
R3 133.39 133.05 131.98
R2 132.39 132.39 131.88
R1 132.05 132.05 131.79 132.22
PP 131.39 131.39 131.39 131.48
S1 131.05 131.05 131.61 131.22
S2 130.39 130.39 131.52
S3 129.39 130.05 131.43
S4 128.39 129.05 131.15
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
5 132.89 130.24 2.65 2.0% 1.00 0.8% 55% False False 613,381
10 133.29 130.24 3.05 2.3% 0.94 0.7% 48% False False 319,575
20 133.29 129.01 4.28 3.2% 0.81 0.6% 63% False False 163,960
40 133.29 126.01 7.28 5.5% 0.68 0.5% 78% False False 82,377
60 133.29 125.81 7.48 5.7% 0.59 0.4% 79% False False 54,987
80 133.29 125.47 7.82 5.9% 0.49 0.4% 80% False False 41,257
100 133.29 122.76 10.53 8.0% 0.39 0.3% 85% False False 33,080
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.99
2.618 134.36
1.618 133.36
1.000 132.74
0.618 132.36
HIGH 131.74
0.618 131.36
0.500 131.24
0.382 131.12
LOW 130.74
0.618 130.12
1.000 129.74
1.618 129.12
2.618 128.12
4.250 126.49
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 131.55 131.46
PP 131.39 131.23
S1 131.24 130.99

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

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