Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 124.52 124.13 -0.39 -0.3% 123.19
High 124.95 124.13 -0.82 -0.7% 123.67
Low 123.85 123.63 -0.22 -0.2% 122.75
Close 124.04 123.83 -0.21 -0.2% 123.32
Range 1.10 0.50 -0.60 -54.5% 0.92
ATR 0.55 0.55 0.00 -0.7% 0.00
Volume 3,168 564 -2,604 -82.2% 5,655
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 125.36 125.10 124.11
R3 124.86 124.60 123.97
R2 124.36 124.36 123.92
R1 124.10 124.10 123.88 123.98
PP 123.86 123.86 123.86 123.81
S1 123.60 123.60 123.78 123.48
S2 123.36 123.36 123.74
S3 122.86 123.10 123.69
S4 122.36 122.60 123.56
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.01 125.58 123.83
R3 125.09 124.66 123.57
R2 124.17 124.17 123.49
R1 123.74 123.74 123.40 123.96
PP 123.25 123.25 123.25 123.35
S1 122.82 122.82 123.24 123.04
S2 122.33 122.33 123.15
S3 121.41 121.90 123.07
S4 120.49 120.98 122.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.95 123.00 1.95 1.6% 0.75 0.6% 43% False False 1,711
10 124.95 122.67 2.28 1.8% 0.56 0.5% 51% False False 1,300
20 124.95 121.60 3.35 2.7% 0.47 0.4% 67% False False 770
40 124.95 121.50 3.45 2.8% 0.39 0.3% 68% False False 434
60 124.95 120.76 4.19 3.4% 0.29 0.2% 73% False False 334
80 124.95 119.43 5.52 4.5% 0.21 0.2% 80% False False 298
Crabel Price Patterns
NR True
NR4 True
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 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.26
2.618 125.44
1.618 124.94
1.000 124.63
0.618 124.44
HIGH 124.13
0.618 123.94
0.500 123.88
0.382 123.82
LOW 123.63
0.618 123.32
1.000 123.13
1.618 122.82
2.618 122.32
4.250 121.51
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 123.88 124.28
PP 123.86 124.13
S1 123.85 123.98

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

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