Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 126.15 126.52 0.37 0.3% 127.99
High 126.55 126.80 0.25 0.2% 127.99
Low 126.06 126.01 -0.05 0.0% 126.41
Close 126.38 126.63 0.25 0.2% 126.88
Range 0.49 0.79 0.30 61.2% 1.58
ATR 0.55 0.57 0.02 3.1% 0.00
Volume 79 497 418 529.1% 567
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 128.85 128.53 127.06
R3 128.06 127.74 126.85
R2 127.27 127.27 126.77
R1 126.95 126.95 126.70 127.11
PP 126.48 126.48 126.48 126.56
S1 126.16 126.16 126.56 126.32
S2 125.69 125.69 126.49
S3 124.90 125.37 126.41
S4 124.11 124.58 126.20
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 131.83 130.94 127.75
R3 130.25 129.36 127.31
R2 128.67 128.67 127.17
R1 127.78 127.78 127.02 127.44
PP 127.09 127.09 127.09 126.92
S1 126.20 126.20 126.74 125.86
S2 125.51 125.51 126.59
S3 123.93 124.62 126.45
S4 122.35 123.04 126.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.44 126.01 1.43 1.1% 0.62 0.5% 43% False True 203
10 127.99 126.01 1.98 1.6% 0.61 0.5% 31% False True 165
20 128.30 126.01 2.29 1.8% 0.54 0.4% 27% False True 178
40 128.30 125.81 2.49 2.0% 0.47 0.4% 33% False False 180
60 128.30 123.49 4.81 3.8% 0.32 0.3% 65% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130.16
2.618 128.87
1.618 128.08
1.000 127.59
0.618 127.29
HIGH 126.80
0.618 126.50
0.500 126.41
0.382 126.31
LOW 126.01
0.618 125.52
1.000 125.22
1.618 124.73
2.618 123.94
4.250 122.65
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 126.56 126.56
PP 126.48 126.48
S1 126.41 126.41

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

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