Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 128.92 128.84 -0.08 -0.1% 128.84
High 129.02 129.39 0.37 0.3% 129.53
Low 128.18 128.42 0.24 0.2% 128.18
Close 128.80 129.16 0.36 0.3% 129.16
Range 0.84 0.97 0.13 15.5% 1.35
ATR 0.70 0.72 0.02 2.7% 0.00
Volume 926,741 709,217 -217,524 -23.5% 3,524,445
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.90 131.50 129.69
R3 130.93 130.53 129.43
R2 129.96 129.96 129.34
R1 129.56 129.56 129.25 129.76
PP 128.99 128.99 128.99 129.09
S1 128.59 128.59 129.07 128.79
S2 128.02 128.02 128.98
S3 127.05 127.62 128.89
S4 126.08 126.65 128.63
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 133.01 132.43 129.90
R3 131.66 131.08 129.53
R2 130.31 130.31 129.41
R1 129.73 129.73 129.28 130.02
PP 128.96 128.96 128.96 129.10
S1 128.38 128.38 129.04 128.67
S2 127.61 127.61 128.91
S3 126.26 127.03 128.79
S4 124.91 125.68 128.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.53 128.18 1.35 1.0% 0.78 0.6% 73% False False 704,889
10 129.70 128.18 1.52 1.2% 0.69 0.5% 64% False False 679,809
20 129.86 127.12 2.74 2.1% 0.66 0.5% 74% False False 713,361
40 129.93 127.12 2.81 2.2% 0.71 0.5% 73% False False 600,914
60 129.93 123.00 6.93 5.4% 0.77 0.6% 89% False False 401,560
80 129.93 121.60 8.33 6.4% 0.68 0.5% 91% False False 301,262
100 129.93 121.50 8.43 6.5% 0.60 0.5% 91% False False 241,029
120 129.93 120.76 9.17 7.1% 0.50 0.4% 92% False False 200,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 133.51
2.618 131.93
1.618 130.96
1.000 130.36
0.618 129.99
HIGH 129.39
0.618 129.02
0.500 128.91
0.382 128.79
LOW 128.42
0.618 127.82
1.000 127.45
1.618 126.85
2.618 125.88
4.250 124.30
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 129.08 129.04
PP 128.99 128.91
S1 128.91 128.79

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

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