Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 129.37 129.84 0.47 0.4% 130.00
High 130.21 129.87 -0.34 -0.3% 130.79
Low 129.08 129.27 0.19 0.1% 129.08
Close 129.77 129.39 -0.38 -0.3% 129.77
Range 1.13 0.60 -0.53 -46.9% 1.71
ATR 0.87 0.85 -0.02 -2.2% 0.00
Volume 1,111,102 681,796 -429,306 -38.6% 5,175,219
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 131.31 130.95 129.72
R3 130.71 130.35 129.56
R2 130.11 130.11 129.50
R1 129.75 129.75 129.45 129.63
PP 129.51 129.51 129.51 129.45
S1 129.15 129.15 129.34 129.03
S2 128.91 128.91 129.28
S3 128.31 128.55 129.23
S4 127.71 127.95 129.06
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.01 134.10 130.71
R3 133.30 132.39 130.24
R2 131.59 131.59 130.08
R1 130.68 130.68 129.93 130.28
PP 129.88 129.88 129.88 129.68
S1 128.97 128.97 129.61 128.57
S2 128.17 128.17 129.46
S3 126.46 127.26 129.30
S4 124.75 125.55 128.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.79 129.08 1.71 1.3% 0.81 0.6% 18% False False 1,006,765
10 132.14 129.08 3.06 2.4% 0.89 0.7% 10% False False 1,014,587
20 133.29 129.08 4.21 3.3% 0.93 0.7% 7% False False 599,892
40 133.29 126.01 7.28 5.6% 0.74 0.6% 46% False False 301,921
60 133.29 126.01 7.28 5.6% 0.66 0.5% 46% False False 201,330
80 133.29 125.81 7.48 5.8% 0.59 0.5% 48% False False 151,044
100 133.29 123.49 9.80 7.6% 0.47 0.4% 60% False False 120,869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132.42
2.618 131.44
1.618 130.84
1.000 130.47
0.618 130.24
HIGH 129.87
0.618 129.64
0.500 129.57
0.382 129.50
LOW 129.27
0.618 128.90
1.000 128.67
1.618 128.30
2.618 127.70
4.250 126.72
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 129.57 129.65
PP 129.51 129.56
S1 129.45 129.48

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

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