Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 130.99 131.26 0.27 0.2% 130.05
High 131.54 131.39 -0.15 -0.1% 131.54
Low 130.94 131.14 0.20 0.2% 129.92
Close 131.42 131.28 -0.14 -0.1% 131.42
Range 0.60 0.25 -0.35 -58.3% 1.62
ATR 0.61 0.59 -0.02 -3.9% 0.00
Volume 8,291 8,154 -137 -1.7% 51,843
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 132.02 131.90 131.42
R3 131.77 131.65 131.35
R2 131.52 131.52 131.33
R1 131.40 131.40 131.30 131.46
PP 131.27 131.27 131.27 131.30
S1 131.15 131.15 131.26 131.21
S2 131.02 131.02 131.23
S3 130.77 130.90 131.21
S4 130.52 130.65 131.14
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 135.82 135.24 132.31
R3 134.20 133.62 131.87
R2 132.58 132.58 131.72
R1 132.00 132.00 131.57 132.29
PP 130.96 130.96 130.96 131.11
S1 130.38 130.38 131.27 130.67
S2 129.34 129.34 131.12
S3 127.72 128.76 130.97
S4 126.10 127.14 130.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.54 130.18 1.36 1.0% 0.55 0.4% 81% False False 10,523
10 131.54 128.41 3.13 2.4% 0.60 0.5% 92% False False 6,800
20 131.54 126.01 5.53 4.2% 0.54 0.4% 95% False False 3,950
40 131.54 126.01 5.53 4.2% 0.52 0.4% 95% False False 2,049
60 131.54 125.81 5.73 4.4% 0.47 0.4% 95% False False 1,428
80 131.54 123.49 8.05 6.1% 0.36 0.3% 97% False False 1,113
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 0.11
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132.45
2.618 132.04
1.618 131.79
1.000 131.64
0.618 131.54
HIGH 131.39
0.618 131.29
0.500 131.27
0.382 131.24
LOW 131.14
0.618 130.99
1.000 130.89
1.618 130.74
2.618 130.49
4.250 130.08
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 131.28 131.17
PP 131.27 131.06
S1 131.27 130.95

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

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