Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 128.65 128.78 0.13 0.1% 128.84
High 129.14 129.30 0.16 0.1% 129.53
Low 128.61 128.59 -0.02 0.0% 128.18
Close 128.90 128.91 0.01 0.0% 129.16
Range 0.53 0.71 0.18 34.0% 1.35
ATR 0.73 0.72 0.00 -0.1% 0.00
Volume 667,157 635,986 -31,171 -4.7% 3,524,445
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.06 130.70 129.30
R3 130.35 129.99 129.11
R2 129.64 129.64 129.04
R1 129.28 129.28 128.98 129.46
PP 128.93 128.93 128.93 129.03
S1 128.57 128.57 128.84 128.75
S2 128.22 128.22 128.78
S3 127.51 127.86 128.71
S4 126.80 127.15 128.52
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
5 129.54 128.18 1.36 1.1% 0.80 0.6% 54% False False 723,221
10 129.54 128.18 1.36 1.1% 0.74 0.6% 54% False False 695,784
20 129.86 128.18 1.68 1.3% 0.65 0.5% 43% False False 699,755
40 129.93 127.12 2.81 2.2% 0.70 0.5% 64% False False 649,737
60 129.93 123.63 6.30 4.9% 0.78 0.6% 84% False False 434,482
80 129.93 121.60 8.33 6.5% 0.69 0.5% 88% False False 326,009
100 129.93 121.50 8.43 6.5% 0.62 0.5% 88% False False 260,828
120 129.93 120.76 9.17 7.1% 0.52 0.4% 89% False False 217,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.32
2.618 131.16
1.618 130.45
1.000 130.01
0.618 129.74
HIGH 129.30
0.618 129.03
0.500 128.95
0.382 128.86
LOW 128.59
0.618 128.15
1.000 127.88
1.618 127.44
2.618 126.73
4.250 125.57
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 128.95 129.06
PP 128.93 129.01
S1 128.92 128.96

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

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