Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 130.74 131.73 0.99 0.8% 132.05
High 131.74 132.14 0.40 0.3% 133.29
Low 130.74 131.10 0.36 0.3% 130.24
Close 131.70 131.25 -0.45 -0.3% 130.52
Range 1.00 1.04 0.04 4.0% 3.05
ATR 0.82 0.83 0.02 1.9% 0.00
Volume 1,362,217 1,030,350 -331,867 -24.4% 1,152,356
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.62 133.97 131.82
R3 133.58 132.93 131.54
R2 132.54 132.54 131.44
R1 131.89 131.89 131.35 131.70
PP 131.50 131.50 131.50 131.40
S1 130.85 130.85 131.15 130.66
S2 130.46 130.46 131.06
S3 129.42 129.81 130.96
S4 128.38 128.77 130.68
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
5 132.14 130.24 1.90 1.4% 0.94 0.7% 53% True False 777,394
10 133.29 130.24 3.05 2.3% 0.92 0.7% 33% False False 421,028
20 133.29 129.51 3.78 2.9% 0.82 0.6% 46% False False 215,392
40 133.29 126.01 7.28 5.5% 0.70 0.5% 72% False False 108,135
60 133.29 125.81 7.48 5.7% 0.60 0.5% 73% False False 72,134
80 133.29 125.81 7.48 5.7% 0.50 0.4% 73% False False 54,134
100 133.29 122.97 10.32 7.9% 0.41 0.3% 80% False False 43,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.56
2.618 134.86
1.618 133.82
1.000 133.18
0.618 132.78
HIGH 132.14
0.618 131.74
0.500 131.62
0.382 131.50
LOW 131.10
0.618 130.46
1.000 130.06
1.618 129.42
2.618 128.38
4.250 126.68
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 131.62 131.26
PP 131.50 131.25
S1 131.37 131.25

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

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