Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 131.26 131.43 0.17 0.1% 130.05
High 131.39 132.81 1.42 1.1% 131.54
Low 131.14 131.40 0.26 0.2% 129.92
Close 131.28 132.44 1.16 0.9% 131.42
Range 0.25 1.41 1.16 464.0% 1.62
ATR 0.59 0.66 0.07 11.4% 0.00
Volume 8,154 18,444 10,290 126.2% 51,843
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.45 135.85 133.22
R3 135.04 134.44 132.83
R2 133.63 133.63 132.70
R1 133.03 133.03 132.57 133.33
PP 132.22 132.22 132.22 132.37
S1 131.62 131.62 132.31 131.92
S2 130.81 130.81 132.18
S3 129.40 130.21 132.05
S4 127.99 128.80 131.66
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
5 132.81 130.18 2.63 2.0% 0.74 0.6% 86% True False 9,593
10 132.81 129.01 3.80 2.9% 0.68 0.5% 90% True False 8,344
20 132.81 126.01 6.80 5.1% 0.60 0.5% 95% True False 4,859
40 132.81 126.01 6.80 5.1% 0.55 0.4% 95% True False 2,510
60 132.81 125.81 7.00 5.3% 0.50 0.4% 95% True False 1,733
80 132.81 123.49 9.32 7.0% 0.38 0.3% 96% True False 1,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 138.80
2.618 136.50
1.618 135.09
1.000 134.22
0.618 133.68
HIGH 132.81
0.618 132.27
0.500 132.11
0.382 131.94
LOW 131.40
0.618 130.53
1.000 129.99
1.618 129.12
2.618 127.71
4.250 125.41
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 132.33 132.25
PP 132.22 132.06
S1 132.11 131.88

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

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