Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 128.78 129.21 0.43 0.3% 128.84
High 129.30 129.43 0.13 0.1% 129.53
Low 128.59 128.53 -0.06 0.0% 128.18
Close 128.91 128.69 -0.22 -0.2% 129.16
Range 0.71 0.90 0.19 26.8% 1.35
ATR 0.72 0.74 0.01 1.7% 0.00
Volume 635,986 702,815 66,829 10.5% 3,524,445
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.58 131.04 129.19
R3 130.68 130.14 128.94
R2 129.78 129.78 128.86
R1 129.24 129.24 128.77 129.06
PP 128.88 128.88 128.88 128.80
S1 128.34 128.34 128.61 128.16
S2 127.98 127.98 128.53
S3 127.08 127.44 128.44
S4 126.18 126.54 128.20
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
5 129.54 128.42 1.12 0.9% 0.81 0.6% 24% False False 678,436
10 129.54 128.18 1.36 1.1% 0.76 0.6% 38% False False 687,432
20 129.86 128.18 1.68 1.3% 0.67 0.5% 30% False False 699,677
40 129.93 127.12 2.81 2.2% 0.71 0.6% 56% False False 666,913
60 129.93 123.63 6.30 4.9% 0.77 0.6% 80% False False 446,143
80 129.93 121.60 8.33 6.5% 0.69 0.5% 85% False False 334,793
100 129.93 121.50 8.43 6.6% 0.63 0.5% 85% False False 267,854
120 129.93 120.76 9.17 7.1% 0.52 0.4% 86% False False 223,235
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.26
2.618 131.79
1.618 130.89
1.000 130.33
0.618 129.99
HIGH 129.43
0.618 129.09
0.500 128.98
0.382 128.87
LOW 128.53
0.618 127.97
1.000 127.63
1.618 127.07
2.618 126.17
4.250 124.71
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 128.98 128.98
PP 128.88 128.88
S1 128.79 128.79

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

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