Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 129.84 129.58 -0.26 -0.2% 130.00
High 129.87 130.25 0.38 0.3% 130.79
Low 129.27 129.24 -0.03 0.0% 129.08
Close 129.39 129.65 0.26 0.2% 129.77
Range 0.60 1.01 0.41 68.3% 1.71
ATR 0.85 0.86 0.01 1.4% 0.00
Volume 681,796 866,372 184,576 27.1% 5,175,219
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 132.74 132.21 130.21
R3 131.73 131.20 129.93
R2 130.72 130.72 129.84
R1 130.19 130.19 129.74 130.46
PP 129.71 129.71 129.71 129.85
S1 129.18 129.18 129.56 129.45
S2 128.70 128.70 129.46
S3 127.69 128.17 129.37
S4 126.68 127.16 129.09
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
5 130.56 129.08 1.48 1.1% 0.86 0.7% 39% False False 968,716
10 132.14 129.08 3.06 2.4% 0.89 0.7% 19% False False 965,002
20 133.29 129.08 4.21 3.2% 0.91 0.7% 14% False False 642,289
40 133.29 126.01 7.28 5.6% 0.76 0.6% 50% False False 323,574
60 133.29 126.01 7.28 5.6% 0.67 0.5% 50% False False 215,769
80 133.29 125.81 7.48 5.8% 0.60 0.5% 51% False False 161,872
100 133.29 123.49 9.80 7.6% 0.48 0.4% 63% False False 129,524
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.54
2.618 132.89
1.618 131.88
1.000 131.26
0.618 130.87
HIGH 130.25
0.618 129.86
0.500 129.75
0.382 129.63
LOW 129.24
0.618 128.62
1.000 128.23
1.618 127.61
2.618 126.60
4.250 124.95
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 129.75 129.67
PP 129.71 129.66
S1 129.68 129.66

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

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