Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 134.45 134.12 -0.33 -0.2% 132.72
High 134.77 134.37 -0.40 -0.3% 134.73
Low 134.35 133.02 -1.33 -1.0% 132.60
Close 134.43 133.23 -1.20 -0.9% 133.66
Range 0.42 1.35 0.93 221.4% 2.13
ATR 0.79 0.83 0.04 5.7% 0.00
Volume 847,177 1,492,844 645,667 76.2% 4,835,303
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 137.59 136.76 133.97
R3 136.24 135.41 133.60
R2 134.89 134.89 133.48
R1 134.06 134.06 133.35 133.80
PP 133.54 133.54 133.54 133.41
S1 132.71 132.71 133.11 132.45
S2 132.19 132.19 132.98
S3 130.84 131.36 132.86
S4 129.49 130.01 132.49
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 140.05 138.99 134.83
R3 137.92 136.86 134.25
R2 135.79 135.79 134.05
R1 134.73 134.73 133.86 135.26
PP 133.66 133.66 133.66 133.93
S1 132.60 132.60 133.46 133.13
S2 131.53 131.53 133.27
S3 129.40 130.47 133.07
S4 127.27 128.34 132.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.77 133.02 1.75 1.3% 0.94 0.7% 12% False True 883,220
10 134.77 131.78 2.99 2.2% 0.91 0.7% 48% False False 807,489
20 134.77 129.05 5.72 4.3% 0.78 0.6% 73% False False 744,113
40 134.77 127.37 7.40 5.6% 0.73 0.5% 79% False False 720,283
60 134.77 127.12 7.65 5.7% 0.72 0.5% 80% False False 736,116
80 134.77 124.89 9.88 7.4% 0.73 0.5% 84% False False 598,803
100 134.77 122.20 12.57 9.4% 0.73 0.6% 88% False False 479,320
120 134.77 121.60 13.17 9.9% 0.67 0.5% 88% False False 399,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.11
2.618 137.90
1.618 136.55
1.000 135.72
0.618 135.20
HIGH 134.37
0.618 133.85
0.500 133.70
0.382 133.54
LOW 133.02
0.618 132.19
1.000 131.67
1.618 130.84
2.618 129.49
4.250 127.28
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 133.70 133.90
PP 133.54 133.67
S1 133.39 133.45

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

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