Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 130.98 131.53 0.55 0.4% 130.06
High 131.54 132.30 0.76 0.6% 131.54
Low 130.94 131.38 0.44 0.3% 129.81
Close 131.48 132.05 0.57 0.4% 131.48
Range 0.60 0.92 0.32 53.3% 1.73
ATR 0.68 0.70 0.02 2.5% 0.00
Volume 698,263 724,230 25,967 3.7% 3,095,856
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.67 134.28 132.56
R3 133.75 133.36 132.30
R2 132.83 132.83 132.22
R1 132.44 132.44 132.13 132.64
PP 131.91 131.91 131.91 132.01
S1 131.52 131.52 131.97 131.72
S2 130.99 130.99 131.88
S3 130.07 130.60 131.80
S4 129.15 129.68 131.54
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.13 135.54 132.43
R3 134.40 133.81 131.96
R2 132.67 132.67 131.80
R1 132.08 132.08 131.64 132.38
PP 130.94 130.94 130.94 131.09
S1 130.35 130.35 131.32 130.65
S2 129.21 129.21 131.16
S3 127.48 128.62 131.00
S4 125.75 126.89 130.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.30 129.81 2.49 1.9% 0.73 0.5% 90% True False 696,327
10 132.30 128.34 3.96 3.0% 0.66 0.5% 94% True False 665,343
20 132.30 127.37 4.93 3.7% 0.64 0.5% 95% True False 675,884
40 132.30 127.12 5.18 3.9% 0.65 0.5% 95% True False 693,757
60 132.30 127.12 5.18 3.9% 0.68 0.5% 95% True False 637,025
80 132.30 123.16 9.14 6.9% 0.75 0.6% 97% True False 478,584
100 132.30 121.60 10.70 8.1% 0.68 0.5% 98% True False 382,956
120 132.30 121.50 10.80 8.2% 0.61 0.5% 98% True False 319,146
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 0.13
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 136.21
2.618 134.71
1.618 133.79
1.000 133.22
0.618 132.87
HIGH 132.30
0.618 131.95
0.500 131.84
0.382 131.73
LOW 131.38
0.618 130.81
1.000 130.46
1.618 129.89
2.618 128.97
4.250 127.47
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 131.98 131.90
PP 131.91 131.75
S1 131.84 131.60

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

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