Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 131.27 130.37 -0.90 -0.7% 132.05
High 131.34 130.91 -0.43 -0.3% 133.29
Low 130.24 130.37 0.13 0.1% 130.24
Close 130.52 130.65 0.13 0.1% 130.52
Range 1.10 0.54 -0.56 -50.9% 3.05
ATR 0.82 0.80 -0.02 -2.4% 0.00
Volume 589,084 620,177 31,093 5.3% 1,152,356
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 132.26 132.00 130.95
R3 131.72 131.46 130.80
R2 131.18 131.18 130.75
R1 130.92 130.92 130.70 131.05
PP 130.64 130.64 130.64 130.71
S1 130.38 130.38 130.60 130.51
S2 130.10 130.10 130.55
S3 129.56 129.84 130.50
S4 129.02 129.30 130.35
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 140.50 138.56 132.20
R3 137.45 135.51 131.36
R2 134.40 134.40 131.08
R1 132.46 132.46 130.80 131.91
PP 131.35 131.35 131.35 131.07
S1 129.41 129.41 130.24 128.86
S2 128.30 128.30 129.96
S3 125.25 126.36 129.68
S4 122.20 123.31 128.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.29 130.24 3.05 2.3% 0.87 0.7% 13% False False 349,230
10 133.29 130.24 3.05 2.3% 0.98 0.7% 13% False False 185,198
20 133.29 128.41 4.88 3.7% 0.79 0.6% 46% False False 95,999
40 133.29 126.01 7.28 5.6% 0.67 0.5% 64% False False 48,333
60 133.29 125.81 7.48 5.7% 0.59 0.5% 65% False False 32,285
80 133.29 124.76 8.53 6.5% 0.48 0.4% 69% False False 24,233
100 133.29 122.50 10.79 8.3% 0.38 0.3% 76% False False 19,459
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.21
2.618 132.32
1.618 131.78
1.000 131.45
0.618 131.24
HIGH 130.91
0.618 130.70
0.500 130.64
0.382 130.58
LOW 130.37
0.618 130.04
1.000 129.83
1.618 129.50
2.618 128.96
4.250 128.08
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 130.65 131.10
PP 130.64 130.95
S1 130.64 130.80

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

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