Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 128.98 128.91 -0.07 -0.1% 129.29
High 129.02 129.14 0.12 0.1% 129.93
Low 128.41 128.03 -0.38 -0.3% 128.38
Close 128.53 128.30 -0.23 -0.2% 129.25
Range 0.61 1.11 0.50 82.0% 1.55
ATR 0.83 0.85 0.02 2.4% 0.00
Volume 655,806 1,008,703 352,897 53.8% 4,315,325
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 131.82 131.17 128.91
R3 130.71 130.06 128.61
R2 129.60 129.60 128.50
R1 128.95 128.95 128.40 128.72
PP 128.49 128.49 128.49 128.38
S1 127.84 127.84 128.20 127.61
S2 127.38 127.38 128.10
S3 126.27 126.73 127.99
S4 125.16 125.62 127.69
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
5 129.72 128.03 1.69 1.3% 0.85 0.7% 16% False True 849,250
10 129.93 127.67 2.26 1.8% 0.79 0.6% 28% False False 770,745
20 129.93 126.40 3.53 2.8% 0.79 0.6% 54% False False 398,399
40 129.93 122.75 7.18 5.6% 0.82 0.6% 77% False False 200,258
60 129.93 121.60 8.33 6.5% 0.67 0.5% 80% False False 133,570
80 129.93 120.92 9.01 7.0% 0.56 0.4% 82% False False 100,200
100 129.93 120.76 9.17 7.1% 0.45 0.4% 82% False False 80,199
120 129.93 119.39 10.54 8.2% 0.38 0.3% 85% False False 66,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133.86
2.618 132.05
1.618 130.94
1.000 130.25
0.618 129.83
HIGH 129.14
0.618 128.72
0.500 128.59
0.382 128.45
LOW 128.03
0.618 127.34
1.000 126.92
1.618 126.23
2.618 125.12
4.250 123.31
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 128.59 128.67
PP 128.49 128.54
S1 128.40 128.42

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

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