Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 132.26 133.25 0.99 0.7% 133.48
High 133.25 133.65 0.40 0.3% 134.77
Low 132.26 133.04 0.78 0.6% 131.73
Close 133.20 133.44 0.24 0.2% 132.00
Range 0.99 0.61 -0.38 -38.4% 3.04
ATR 0.86 0.84 -0.02 -2.1% 0.00
Volume 0 45,362 45,362 5,184,747
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.21 134.93 133.78
R3 134.60 134.32 133.61
R2 133.99 133.99 133.55
R1 133.71 133.71 133.50 133.85
PP 133.38 133.38 133.38 133.45
S1 133.10 133.10 133.38 133.24
S2 132.77 132.77 133.33
S3 132.16 132.49 133.27
S4 131.55 131.88 133.10
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 141.95 140.02 133.67
R3 138.91 136.98 132.84
R2 135.87 135.87 132.56
R1 133.94 133.94 132.28 133.39
PP 132.83 132.83 132.83 132.56
S1 130.90 130.90 131.72 130.35
S2 129.79 129.79 131.44
S3 126.75 127.86 131.16
S4 123.71 124.82 130.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.65 131.73 1.92 1.4% 0.84 0.6% 89% True False 745,780
10 134.77 131.73 3.04 2.3% 0.89 0.7% 56% False False 814,500
20 134.77 130.90 3.87 2.9% 0.83 0.6% 66% False False 776,098
40 134.77 127.37 7.40 5.5% 0.75 0.6% 82% False False 729,962
60 134.77 127.12 7.65 5.7% 0.72 0.5% 83% False False 727,494
80 134.77 126.40 8.37 6.3% 0.74 0.6% 84% False False 645,220
100 134.77 122.75 12.02 9.0% 0.76 0.6% 89% False False 516,599
120 134.77 121.60 13.17 9.9% 0.69 0.5% 90% False False 430,532
Crabel Price Patterns
NR True
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.24
2.618 135.25
1.618 134.64
1.000 134.26
0.618 134.03
HIGH 133.65
0.618 133.42
0.500 133.35
0.382 133.27
LOW 133.04
0.618 132.66
1.000 132.43
1.618 132.05
2.618 131.44
4.250 130.45
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 133.41 133.21
PP 133.38 132.98
S1 133.35 132.76

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

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