Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 127.29 127.99 0.70 0.5% 127.55
High 127.91 127.99 0.08 0.1% 127.95
Low 127.01 127.26 0.25 0.2% 126.80
Close 127.72 127.31 -0.41 -0.3% 127.72
Range 0.90 0.73 -0.17 -18.9% 1.15
ATR 0.53 0.55 0.01 2.7% 0.00
Volume 111 179 68 61.3% 1,652
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 129.71 129.24 127.71
R3 128.98 128.51 127.51
R2 128.25 128.25 127.44
R1 127.78 127.78 127.38 127.65
PP 127.52 127.52 127.52 127.46
S1 127.05 127.05 127.24 126.92
S2 126.79 126.79 127.18
S3 126.06 126.32 127.11
S4 125.33 125.59 126.91
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.94 130.48 128.35
R3 129.79 129.33 128.04
R2 128.64 128.64 127.93
R1 128.18 128.18 127.83 128.41
PP 127.49 127.49 127.49 127.61
S1 127.03 127.03 127.61 127.26
S2 126.34 126.34 127.51
S3 125.19 125.88 127.40
S4 124.04 124.73 127.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.99 126.80 1.19 0.9% 0.68 0.5% 43% True False 363
10 128.10 126.80 1.30 1.0% 0.58 0.5% 39% False False 204
20 128.30 126.09 2.21 1.7% 0.46 0.4% 55% False False 151
40 128.30 125.81 2.49 2.0% 0.36 0.3% 60% False False 162
60 128.30 123.43 4.87 3.8% 0.25 0.2% 80% False False 227
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 True
Stretch 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.09
2.618 129.90
1.618 129.17
1.000 128.72
0.618 128.44
HIGH 127.99
0.618 127.71
0.500 127.63
0.382 127.54
LOW 127.26
0.618 126.81
1.000 126.53
1.618 126.08
2.618 125.35
4.250 124.16
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 127.63 127.40
PP 127.52 127.37
S1 127.42 127.34

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

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