Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 131.43 132.28 0.85 0.6% 130.05
High 132.81 133.25 0.44 0.3% 131.54
Low 131.40 132.07 0.67 0.5% 129.92
Close 132.44 132.74 0.30 0.2% 131.42
Range 1.41 1.18 -0.23 -16.3% 1.62
ATR 0.66 0.69 0.04 5.7% 0.00
Volume 18,444 15,825 -2,619 -14.2% 51,843
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.23 135.66 133.39
R3 135.05 134.48 133.06
R2 133.87 133.87 132.96
R1 133.30 133.30 132.85 133.59
PP 132.69 132.69 132.69 132.83
S1 132.12 132.12 132.63 132.41
S2 131.51 131.51 132.52
S3 130.33 130.94 132.42
S4 129.15 129.76 132.09
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
5 133.25 130.35 2.90 2.2% 0.85 0.6% 82% True False 11,223
10 133.25 129.51 3.74 2.8% 0.72 0.5% 86% True False 9,756
20 133.25 126.01 7.24 5.5% 0.63 0.5% 93% True False 5,646
40 133.25 126.01 7.24 5.5% 0.57 0.4% 93% True False 2,899
60 133.25 125.81 7.44 5.6% 0.51 0.4% 93% True False 1,994
80 133.25 123.49 9.76 7.4% 0.39 0.3% 95% True False 1,528
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.27
2.618 136.34
1.618 135.16
1.000 134.43
0.618 133.98
HIGH 133.25
0.618 132.80
0.500 132.66
0.382 132.52
LOW 132.07
0.618 131.34
1.000 130.89
1.618 130.16
2.618 128.98
4.250 127.06
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 132.71 132.56
PP 132.69 132.38
S1 132.66 132.20

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

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