Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 121.41 121.90 0.49 0.4% 121.35
High 121.41 121.90 0.49 0.4% 121.58
Low 121.41 121.90 0.49 0.4% 121.35
Close 121.41 121.90 0.49 0.4% 121.58
Range
ATR 0.22 0.24 0.02 9.1% 0.00
Volume 300 300 0 0.0% 1,681
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 121.90 121.90 121.90
R3 121.90 121.90 121.90
R2 121.90 121.90 121.90
R1 121.90 121.90 121.90 121.90
PP 121.90 121.90 121.90 121.90
S1 121.90 121.90 121.90 121.90
S2 121.90 121.90 121.90
S3 121.90 121.90 121.90
S4 121.90 121.90 121.90
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 122.19 122.12 121.71
R3 121.96 121.89 121.64
R2 121.73 121.73 121.62
R1 121.66 121.66 121.60 121.70
PP 121.50 121.50 121.50 121.52
S1 121.43 121.43 121.56 121.47
S2 121.27 121.27 121.54
S3 121.04 121.20 121.52
S4 120.81 120.97 121.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.90 121.41 0.49 0.4% 0.00 0.0% 100% True False 169
10 121.90 121.35 0.55 0.5% 0.00 0.0% 100% True False 268
20 121.90 119.60 2.30 1.9% 0.00 0.0% 100% True False 219
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 121.90
2.618 121.90
1.618 121.90
1.000 121.90
0.618 121.90
HIGH 121.90
0.618 121.90
0.500 121.90
0.382 121.90
LOW 121.90
0.618 121.90
1.000 121.90
1.618 121.90
2.618 121.90
4.250 121.90
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 121.90 121.82
PP 121.90 121.74
S1 121.90 121.66

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

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