Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 132.62 132.05 -0.57 -0.4% 131.26
High 133.08 132.97 -0.11 -0.1% 133.25
Low 131.82 132.02 0.20 0.2% 131.14
Close 132.21 132.73 0.52 0.4% 132.21
Range 1.26 0.95 -0.31 -24.6% 2.11
ATR 0.73 0.74 0.02 2.2% 0.00
Volume 34,562 26,379 -8,183 -23.7% 87,605
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 135.42 135.03 133.25
R3 134.47 134.08 132.99
R2 133.52 133.52 132.90
R1 133.13 133.13 132.82 133.33
PP 132.57 132.57 132.57 132.67
S1 132.18 132.18 132.64 132.38
S2 131.62 131.62 132.56
S3 130.67 131.23 132.47
S4 129.72 130.28 132.21
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 138.53 137.48 133.37
R3 136.42 135.37 132.79
R2 134.31 134.31 132.60
R1 133.26 133.26 132.40 133.79
PP 132.20 132.20 132.20 132.46
S1 131.15 131.15 132.02 131.68
S2 130.09 130.09 131.82
S3 127.98 129.04 131.63
S4 125.87 126.93 131.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.25 131.40 1.85 1.4% 1.08 0.8% 72% False False 21,166
10 133.25 130.18 3.07 2.3% 0.82 0.6% 83% False False 15,844
20 133.25 127.00 6.25 4.7% 0.70 0.5% 92% False False 9,179
40 133.25 126.01 7.24 5.5% 0.62 0.5% 93% False False 4,685
60 133.25 125.81 7.44 5.6% 0.56 0.4% 93% False False 3,184
80 133.25 123.63 9.62 7.2% 0.42 0.3% 95% False False 2,419
100 133.25 121.98 11.27 8.5% 0.34 0.3% 95% False False 2,002
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.01
2.618 135.46
1.618 134.51
1.000 133.92
0.618 133.56
HIGH 132.97
0.618 132.61
0.500 132.50
0.382 132.38
LOW 132.02
0.618 131.43
1.000 131.07
1.618 130.48
2.618 129.53
4.250 127.98
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 132.65 132.64
PP 132.57 132.54
S1 132.50 132.45

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

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