Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 128.91 128.15 -0.76 -0.6% 129.29
High 129.14 128.70 -0.44 -0.3% 129.93
Low 128.03 127.92 -0.11 -0.1% 128.38
Close 128.30 128.33 0.03 0.0% 129.25
Range 1.11 0.78 -0.33 -29.7% 1.55
ATR 0.85 0.84 0.00 -0.6% 0.00
Volume 1,008,703 812,507 -196,196 -19.5% 4,315,325
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 130.66 130.27 128.76
R3 129.88 129.49 128.54
R2 129.10 129.10 128.47
R1 128.71 128.71 128.40 128.91
PP 128.32 128.32 128.32 128.41
S1 127.93 127.93 128.26 128.13
S2 127.54 127.54 128.19
S3 126.76 127.15 128.12
S4 125.98 126.37 127.90
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
5 129.39 127.92 1.47 1.1% 0.88 0.7% 28% False True 844,538
10 129.93 127.67 2.26 1.8% 0.82 0.6% 29% False False 819,066
20 129.93 126.65 3.28 2.6% 0.79 0.6% 51% False False 438,360
40 129.93 123.00 6.93 5.4% 0.83 0.6% 77% False False 220,550
60 129.93 121.60 8.33 6.5% 0.67 0.5% 81% False False 147,107
80 129.93 121.50 8.43 6.6% 0.57 0.4% 81% False False 110,355
100 129.93 120.76 9.17 7.1% 0.46 0.4% 83% False False 88,321
120 129.93 119.39 10.54 8.2% 0.38 0.3% 85% False False 73,619
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.02
2.618 130.74
1.618 129.96
1.000 129.48
0.618 129.18
HIGH 128.70
0.618 128.40
0.500 128.31
0.382 128.22
LOW 127.92
0.618 127.44
1.000 127.14
1.618 126.66
2.618 125.88
4.250 124.61
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 128.32 128.53
PP 128.32 128.46
S1 128.31 128.40

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

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