Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 127.89 128.34 0.45 0.4% 126.30
High 128.34 129.10 0.76 0.6% 128.44
Low 127.83 128.34 0.51 0.4% 125.64
Close 128.13 128.90 0.77 0.6% 128.02
Range 0.51 0.76 0.25 49.0% 2.80
ATR 0.89 0.90 0.01 0.6% 0.00
Volume 2,620 14,840 12,220 466.4% 36,050
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 131.06 130.74 129.32
R3 130.30 129.98 129.11
R2 129.54 129.54 129.04
R1 129.22 129.22 128.97 129.38
PP 128.78 128.78 128.78 128.86
S1 128.46 128.46 128.83 128.62
S2 128.02 128.02 128.76
S3 127.26 127.70 128.69
S4 126.50 126.94 128.48
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 135.77 134.69 129.56
R3 132.97 131.89 128.79
R2 130.17 130.17 128.53
R1 129.09 129.09 128.28 129.63
PP 127.37 127.37 127.37 127.64
S1 126.29 126.29 127.76 126.83
S2 124.57 124.57 127.51
S3 121.77 123.49 127.25
S4 118.97 120.69 126.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.10 126.40 2.70 2.1% 0.91 0.7% 93% True False 9,153
10 129.10 124.89 4.21 3.3% 0.85 0.7% 95% True False 6,132
20 129.10 123.63 5.47 4.2% 0.92 0.7% 96% True False 3,973
40 129.10 121.60 7.50 5.8% 0.68 0.5% 97% True False 2,281
60 129.10 121.50 7.60 5.9% 0.57 0.4% 97% True False 1,555
80 129.10 120.76 8.34 6.5% 0.42 0.3% 98% True False 1,199
100 129.10 119.43 9.67 7.5% 0.34 0.3% 98% True False 996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.33
2.618 131.09
1.618 130.33
1.000 129.86
0.618 129.57
HIGH 129.10
0.618 128.81
0.500 128.72
0.382 128.63
LOW 128.34
0.618 127.87
1.000 127.58
1.618 127.11
2.618 126.35
4.250 125.11
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 128.84 128.68
PP 128.78 128.47
S1 128.72 128.25

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

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