Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 128.16 128.61 0.45 0.4% 126.95
High 128.72 128.68 -0.04 0.0% 128.72
Low 128.05 128.57 0.52 0.4% 126.66
Close 128.68 128.60 -0.08 -0.1% 128.68
Range 0.67 0.11 -0.56 -83.6% 2.06
ATR 0.58 0.54 -0.03 -5.8% 0.00
Volume 545 1,020 475 87.2% 8,821
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 128.95 128.88 128.66
R3 128.84 128.77 128.63
R2 128.73 128.73 128.62
R1 128.66 128.66 128.61 128.64
PP 128.62 128.62 128.62 128.61
S1 128.55 128.55 128.59 128.53
S2 128.51 128.51 128.58
S3 128.40 128.44 128.57
S4 128.29 128.33 128.54
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.20 133.50 129.81
R3 132.14 131.44 129.25
R2 130.08 130.08 129.06
R1 129.38 129.38 128.87 129.73
PP 128.02 128.02 128.02 128.20
S1 127.32 127.32 128.49 127.67
S2 125.96 125.96 128.30
S3 123.90 125.26 128.11
S4 121.84 123.20 127.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.72 127.00 1.72 1.3% 0.50 0.4% 93% False False 1,953
10 128.72 126.01 2.71 2.1% 0.47 0.4% 96% False False 1,101
20 128.72 126.01 2.71 2.1% 0.56 0.4% 96% False False 667
40 128.72 125.81 2.91 2.3% 0.49 0.4% 96% False False 428
60 128.72 124.76 3.96 3.1% 0.37 0.3% 97% False False 311
80 128.72 122.50 6.22 4.8% 0.28 0.2% 98% False False 324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 129.15
2.618 128.97
1.618 128.86
1.000 128.79
0.618 128.75
HIGH 128.68
0.618 128.64
0.500 128.63
0.382 128.61
LOW 128.57
0.618 128.50
1.000 128.46
1.618 128.39
2.618 128.28
4.250 128.10
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 128.63 128.48
PP 128.62 128.37
S1 128.61 128.25

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

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