Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 129.58 130.33 0.75 0.6% 130.00
High 130.25 130.99 0.74 0.6% 130.79
Low 129.24 130.29 1.05 0.8% 129.08
Close 129.65 130.75 1.10 0.8% 129.77
Range 1.01 0.70 -0.31 -30.7% 1.71
ATR 0.86 0.89 0.03 4.0% 0.00
Volume 866,372 1,175,589 309,217 35.7% 5,175,219
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 132.78 132.46 131.14
R3 132.08 131.76 130.94
R2 131.38 131.38 130.88
R1 131.06 131.06 130.81 131.22
PP 130.68 130.68 130.68 130.76
S1 130.36 130.36 130.69 130.52
S2 129.98 129.98 130.62
S3 129.28 129.66 130.56
S4 128.58 128.96 130.37
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
5 130.99 129.08 1.91 1.5% 0.86 0.7% 87% True False 1,011,605
10 131.69 129.08 2.61 2.0% 0.86 0.7% 64% False False 979,526
20 133.29 129.08 4.21 3.2% 0.89 0.7% 40% False False 700,277
40 133.29 126.01 7.28 5.6% 0.76 0.6% 65% False False 352,961
60 133.29 126.01 7.28 5.6% 0.68 0.5% 65% False False 235,359
80 133.29 125.81 7.48 5.7% 0.61 0.5% 66% False False 176,565
100 133.29 123.49 9.80 7.5% 0.49 0.4% 74% False False 141,278
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.97
2.618 132.82
1.618 132.12
1.000 131.69
0.618 131.42
HIGH 130.99
0.618 130.72
0.500 130.64
0.382 130.56
LOW 130.29
0.618 129.86
1.000 129.59
1.618 129.16
2.618 128.46
4.250 127.32
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 130.71 130.54
PP 130.68 130.33
S1 130.64 130.12

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

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