Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 129.27 128.57 -0.70 -0.5% 129.29
High 129.39 129.30 -0.09 -0.1% 129.93
Low 128.38 128.40 0.02 0.0% 128.38
Close 128.68 129.25 0.57 0.4% 129.25
Range 1.01 0.90 -0.11 -10.9% 1.55
ATR 0.82 0.83 0.01 0.7% 0.00
Volume 946,258 799,418 -146,840 -15.5% 4,315,325
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 131.68 131.37 129.75
R3 130.78 130.47 129.50
R2 129.88 129.88 129.42
R1 129.57 129.57 129.33 129.73
PP 128.98 128.98 128.98 129.06
S1 128.67 128.67 129.17 128.83
S2 128.08 128.08 129.09
S3 127.18 127.77 129.00
S4 126.28 126.87 128.76
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 133.84 133.09 130.10
R3 132.29 131.54 129.68
R2 130.74 130.74 129.53
R1 129.99 129.99 129.39 129.59
PP 129.19 129.19 129.19 128.99
S1 128.44 128.44 129.11 128.04
S2 127.64 127.64 128.97
S3 126.09 126.89 128.82
S4 124.54 125.34 128.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.93 128.38 1.55 1.2% 0.76 0.6% 56% False False 863,065
10 129.93 127.67 2.26 1.7% 0.76 0.6% 70% False False 619,886
20 129.93 125.64 4.29 3.3% 0.82 0.6% 84% False False 315,561
40 129.93 122.75 7.18 5.6% 0.79 0.6% 91% False False 158,652
60 129.93 121.60 8.33 6.4% 0.65 0.5% 92% False False 105,834
80 129.93 120.76 9.17 7.1% 0.54 0.4% 93% False False 79,397
100 129.93 120.76 9.17 7.1% 0.43 0.3% 93% False False 63,558
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 133.13
2.618 131.66
1.618 130.76
1.000 130.20
0.618 129.86
HIGH 129.30
0.618 128.96
0.500 128.85
0.382 128.74
LOW 128.40
0.618 127.84
1.000 127.50
1.618 126.94
2.618 126.04
4.250 124.58
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 129.12 129.18
PP 128.98 129.12
S1 128.85 129.05

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

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