Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 126.30 125.84 -0.46 -0.4% 125.30
High 126.30 127.18 0.88 0.7% 126.23
Low 125.64 125.66 0.02 0.0% 124.37
Close 125.98 126.27 0.29 0.2% 125.91
Range 0.66 1.52 0.86 130.3% 1.86
ATR 0.82 0.87 0.05 6.1% 0.00
Volume 1,692 6,052 4,360 257.7% 12,242
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 130.93 130.12 127.11
R3 129.41 128.60 126.69
R2 127.89 127.89 126.55
R1 127.08 127.08 126.41 127.49
PP 126.37 126.37 126.37 126.57
S1 125.56 125.56 126.13 125.97
S2 124.85 124.85 125.99
S3 123.33 124.04 125.85
S4 121.81 122.52 125.43
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 131.08 130.36 126.93
R3 129.22 128.50 126.42
R2 127.36 127.36 126.25
R1 126.64 126.64 126.08 127.00
PP 125.50 125.50 125.50 125.69
S1 124.78 124.78 125.74 125.14
S2 123.64 123.64 125.57
S3 121.78 122.92 125.40
S4 119.92 121.06 124.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.18 124.89 2.29 1.8% 0.80 0.6% 60% True False 3,111
10 127.46 124.37 3.09 2.4% 1.01 0.8% 61% False False 2,857
20 127.46 122.75 4.71 3.7% 0.85 0.7% 75% False False 2,116
40 127.46 121.60 5.86 4.6% 0.61 0.5% 80% False False 1,155
60 127.46 120.92 6.54 5.2% 0.49 0.4% 82% False False 801
80 127.46 120.76 6.70 5.3% 0.37 0.3% 82% False False 648
100 127.46 119.39 8.07 6.4% 0.29 0.2% 85% False False 538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133.64
2.618 131.16
1.618 129.64
1.000 128.70
0.618 128.12
HIGH 127.18
0.618 126.60
0.500 126.42
0.382 126.24
LOW 125.66
0.618 124.72
1.000 124.14
1.618 123.20
2.618 121.68
4.250 119.20
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 126.42 126.30
PP 126.37 126.29
S1 126.32 126.28

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

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