Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 129.23 129.64 0.41 0.3% 128.46
High 129.76 130.15 0.39 0.3% 130.15
Low 129.05 129.44 0.39 0.3% 128.09
Close 129.63 130.10 0.47 0.4% 130.10
Range 0.71 0.71 0.00 0.0% 2.06
ATR 0.69 0.69 0.00 0.2% 0.00
Volume 709,362 713,895 4,533 0.6% 3,329,429
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 132.03 131.77 130.49
R3 131.32 131.06 130.30
R2 130.61 130.61 130.23
R1 130.35 130.35 130.17 130.48
PP 129.90 129.90 129.90 129.96
S1 129.64 129.64 130.03 129.77
S2 129.19 129.19 129.97
S3 128.48 128.93 129.90
S4 127.77 128.22 129.71
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 135.63 134.92 131.23
R3 133.57 132.86 130.67
R2 131.51 131.51 130.48
R1 130.80 130.80 130.29 131.16
PP 129.45 129.45 129.45 129.62
S1 128.74 128.74 129.91 129.10
S2 127.39 127.39 129.72
S3 125.33 126.68 129.53
S4 123.27 124.62 128.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.15 128.09 2.06 1.6% 0.63 0.5% 98% True False 665,885
10 130.15 127.37 2.78 2.1% 0.59 0.5% 98% True False 688,948
20 130.15 127.37 2.78 2.1% 0.70 0.5% 98% True False 694,952
40 130.15 127.12 3.03 2.3% 0.68 0.5% 98% True False 723,141
60 130.15 125.42 4.73 3.6% 0.73 0.6% 99% True False 574,015
80 130.15 122.67 7.48 5.7% 0.73 0.6% 99% True False 430,908
100 130.15 121.60 8.55 6.6% 0.66 0.5% 99% True False 344,765
120 130.15 120.76 9.39 7.2% 0.58 0.4% 99% True False 287,316
Crabel Price Patterns
NR False
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 0.14
Fibonacci Retracements and Extensions
4.250 133.17
2.618 132.01
1.618 131.30
1.000 130.86
0.618 130.59
HIGH 130.15
0.618 129.88
0.500 129.80
0.382 129.71
LOW 129.44
0.618 129.00
1.000 128.73
1.618 128.29
2.618 127.58
4.250 126.42
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 130.00 129.93
PP 129.90 129.77
S1 129.80 129.60

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

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