Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 128.57 128.98 0.41 0.3% 129.29
High 129.30 129.02 -0.28 -0.2% 129.93
Low 128.40 128.41 0.01 0.0% 128.38
Close 129.25 128.53 -0.72 -0.6% 129.25
Range 0.90 0.61 -0.29 -32.2% 1.55
ATR 0.83 0.83 0.00 0.1% 0.00
Volume 799,418 655,806 -143,612 -18.0% 4,315,325
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 130.48 130.12 128.87
R3 129.87 129.51 128.70
R2 129.26 129.26 128.64
R1 128.90 128.90 128.59 128.78
PP 128.65 128.65 128.65 128.59
S1 128.29 128.29 128.47 128.17
S2 128.04 128.04 128.42
S3 127.43 127.68 128.36
S4 126.82 127.07 128.19
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% 0.79 0.6% 10% False False 821,564
10 129.93 127.67 2.26 1.8% 0.79 0.6% 38% False False 683,613
20 129.93 125.66 4.27 3.3% 0.81 0.6% 67% False False 348,267
40 129.93 122.75 7.18 5.6% 0.80 0.6% 81% False False 175,044
60 129.93 121.60 8.33 6.5% 0.66 0.5% 83% False False 116,760
80 129.93 120.76 9.17 7.1% 0.55 0.4% 85% False False 87,593
100 129.93 120.76 9.17 7.1% 0.44 0.3% 85% False False 70,114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131.61
2.618 130.62
1.618 130.01
1.000 129.63
0.618 129.40
HIGH 129.02
0.618 128.79
0.500 128.72
0.382 128.64
LOW 128.41
0.618 128.03
1.000 127.80
1.618 127.42
2.618 126.81
4.250 125.82
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 128.72 128.89
PP 128.65 128.77
S1 128.59 128.65

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

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