Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 130.15 130.45 0.30 0.2% 130.37
High 130.79 130.56 -0.23 -0.2% 132.14
Low 130.05 129.84 -0.21 -0.2% 129.97
Close 130.51 130.11 -0.40 -0.3% 130.05
Range 0.74 0.72 -0.02 -2.7% 2.17
ATR 0.85 0.84 -0.01 -1.1% 0.00
Volume 1,056,618 961,142 -95,476 -9.0% 4,909,034
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 132.33 131.94 130.51
R3 131.61 131.22 130.31
R2 130.89 130.89 130.24
R1 130.50 130.50 130.18 130.34
PP 130.17 130.17 130.17 130.09
S1 129.78 129.78 130.04 129.62
S2 129.45 129.45 129.98
S3 128.73 129.06 129.91
S4 128.01 128.34 129.71
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 137.23 135.81 131.24
R3 135.06 133.64 130.65
R2 132.89 132.89 130.45
R1 131.47 131.47 130.25 131.10
PP 130.72 130.72 130.72 130.53
S1 129.30 129.30 129.85 128.93
S2 128.55 128.55 129.65
S3 126.38 127.13 129.45
S4 124.21 124.96 128.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.69 129.53 2.16 1.7% 0.86 0.7% 27% False False 947,447
10 132.14 129.53 2.61 2.0% 0.90 0.7% 22% False False 862,421
20 133.29 129.53 3.76 2.9% 0.89 0.7% 15% False False 450,181
40 133.29 126.01 7.28 5.6% 0.73 0.6% 56% False False 226,524
60 133.29 126.01 7.28 5.6% 0.64 0.5% 56% False False 151,064
80 133.29 125.81 7.48 5.7% 0.56 0.4% 57% False False 113,346
100 133.29 123.43 9.86 7.6% 0.45 0.3% 68% False False 90,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.62
2.618 132.44
1.618 131.72
1.000 131.28
0.618 131.00
HIGH 130.56
0.618 130.28
0.500 130.20
0.382 130.12
LOW 129.84
0.618 129.40
1.000 129.12
1.618 128.68
2.618 127.96
4.250 126.78
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 130.20 130.16
PP 130.17 130.14
S1 130.14 130.13

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

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