Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 130.62 130.18 -0.44 -0.3% 128.61
High 130.66 130.83 0.17 0.1% 130.05
Low 130.18 130.18 0.00 0.0% 128.41
Close 130.22 130.70 0.48 0.4% 130.00
Range 0.48 0.65 0.17 35.4% 1.64
ATR 0.60 0.60 0.00 0.6% 0.00
Volume 23,097 7,675 -15,422 -66.8% 9,023
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 132.52 132.26 131.06
R3 131.87 131.61 130.88
R2 131.22 131.22 130.82
R1 130.96 130.96 130.76 131.09
PP 130.57 130.57 130.57 130.64
S1 130.31 130.31 130.64 130.44
S2 129.92 129.92 130.58
S3 129.27 129.66 130.52
S4 128.62 129.01 130.34
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.41 133.84 130.90
R3 132.77 132.20 130.45
R2 131.13 131.13 130.30
R1 130.56 130.56 130.15 130.85
PP 129.49 129.49 129.49 129.63
S1 128.92 128.92 129.85 129.21
S2 127.85 127.85 129.70
S3 126.21 127.28 129.55
S4 124.57 125.64 129.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.83 129.51 1.32 1.0% 0.59 0.4% 90% True False 8,289
10 130.83 127.78 3.05 2.3% 0.57 0.4% 96% True False 4,850
20 130.83 126.01 4.82 3.7% 0.57 0.4% 97% True False 2,867
40 130.83 126.01 4.82 3.7% 0.51 0.4% 97% True False 1,506
60 130.83 125.81 5.02 3.8% 0.44 0.3% 97% True False 1,068
80 130.83 123.43 7.40 5.7% 0.34 0.3% 98% True False 871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.59
2.618 132.53
1.618 131.88
1.000 131.48
0.618 131.23
HIGH 130.83
0.618 130.58
0.500 130.51
0.382 130.43
LOW 130.18
0.618 129.78
1.000 129.53
1.618 129.13
2.618 128.48
4.250 127.42
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 130.64 130.59
PP 130.57 130.48
S1 130.51 130.38

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

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