Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 129.54 129.42 -0.12 -0.1% 128.96
High 129.65 129.61 -0.04 0.0% 129.86
Low 128.98 129.05 0.07 0.1% 128.67
Close 129.56 129.31 -0.25 -0.2% 129.31
Range 0.67 0.56 -0.11 -16.4% 1.19
ATR 0.74 0.72 -0.01 -1.7% 0.00
Volume 957,472 604,098 -353,374 -36.9% 3,829,051
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.00 130.72 129.62
R3 130.44 130.16 129.46
R2 129.88 129.88 129.41
R1 129.60 129.60 129.36 129.46
PP 129.32 129.32 129.32 129.26
S1 129.04 129.04 129.26 128.90
S2 128.76 128.76 129.21
S3 128.20 128.48 129.16
S4 127.64 127.92 129.00
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 132.85 132.27 129.96
R3 131.66 131.08 129.64
R2 130.47 130.47 129.53
R1 129.89 129.89 129.42 130.18
PP 129.28 129.28 129.28 129.43
S1 128.70 128.70 129.20 128.99
S2 128.09 128.09 129.09
S3 126.90 127.51 128.98
S4 125.71 126.32 128.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.86 128.67 1.19 0.9% 0.58 0.5% 54% False False 765,810
10 129.86 127.12 2.74 2.1% 0.60 0.5% 80% False False 736,161
20 129.93 127.12 2.81 2.2% 0.69 0.5% 78% False False 793,648
40 129.93 124.37 5.56 4.3% 0.74 0.6% 89% False False 447,027
60 129.93 121.60 8.33 6.4% 0.73 0.6% 93% False False 298,418
80 129.93 121.55 8.38 6.5% 0.64 0.5% 93% False False 223,852
100 129.93 120.76 9.17 7.1% 0.54 0.4% 93% False False 179,097
120 129.93 120.44 9.49 7.3% 0.45 0.3% 93% False False 149,288
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.99
2.618 131.08
1.618 130.52
1.000 130.17
0.618 129.96
HIGH 129.61
0.618 129.40
0.500 129.33
0.382 129.26
LOW 129.05
0.618 128.70
1.000 128.49
1.618 128.14
2.618 127.58
4.250 126.67
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 129.33 129.33
PP 129.32 129.32
S1 129.32 129.32

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

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