Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 130.77 130.00 -0.77 -0.6% 130.37
High 130.89 130.21 -0.68 -0.5% 132.14
Low 129.97 129.53 -0.44 -0.3% 129.97
Close 130.05 129.92 -0.13 -0.1% 130.05
Range 0.92 0.68 -0.24 -26.1% 2.17
ATR 0.87 0.85 -0.01 -1.5% 0.00
Volume 866,684 823,188 -43,496 -5.0% 4,909,034
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 131.93 131.60 130.29
R3 131.25 130.92 130.11
R2 130.57 130.57 130.04
R1 130.24 130.24 129.98 130.07
PP 129.89 129.89 129.89 129.80
S1 129.56 129.56 129.86 129.39
S2 129.21 129.21 129.80
S3 128.53 128.88 129.73
S4 127.85 128.20 129.55
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 137.23 135.81 131.24
R3 135.06 133.64 130.65
R2 132.89 132.89 130.45
R1 131.47 131.47 130.25 131.10
PP 130.72 130.72 130.72 130.53
S1 129.30 129.30 129.85 128.93
S2 128.55 128.55 129.65
S3 126.38 127.13 129.45
S4 124.21 124.96 128.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.14 129.53 2.61 2.0% 0.97 0.7% 15% False True 1,022,409
10 133.29 129.53 3.76 2.9% 0.92 0.7% 10% False True 685,819
20 133.29 129.53 3.76 2.9% 0.87 0.7% 10% False True 350,832
40 133.29 126.01 7.28 5.6% 0.71 0.5% 54% False False 176,088
60 133.29 126.01 7.28 5.6% 0.63 0.5% 54% False False 117,443
80 133.29 125.81 7.48 5.8% 0.54 0.4% 55% False False 88,125
100 133.29 123.43 9.86 7.6% 0.43 0.3% 66% False False 70,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133.10
2.618 131.99
1.618 131.31
1.000 130.89
0.618 130.63
HIGH 130.21
0.618 129.95
0.500 129.87
0.382 129.79
LOW 129.53
0.618 129.11
1.000 128.85
1.618 128.43
2.618 127.75
4.250 126.64
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 129.90 130.61
PP 129.89 130.38
S1 129.87 130.15

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

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