Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 130.33 130.60 0.27 0.2% 130.00
High 130.99 131.58 0.59 0.5% 130.79
Low 130.29 130.47 0.18 0.1% 129.08
Close 130.75 131.39 0.64 0.5% 129.77
Range 0.70 1.11 0.41 58.6% 1.71
ATR 0.89 0.91 0.02 1.7% 0.00
Volume 1,175,589 1,172,616 -2,973 -0.3% 5,175,219
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.48 134.04 132.00
R3 133.37 132.93 131.70
R2 132.26 132.26 131.59
R1 131.82 131.82 131.49 132.04
PP 131.15 131.15 131.15 131.26
S1 130.71 130.71 131.29 130.93
S2 130.04 130.04 131.19
S3 128.93 129.60 131.08
S4 127.82 128.49 130.78
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.01 134.10 130.71
R3 133.30 132.39 130.24
R2 131.59 131.59 130.08
R1 130.68 130.68 129.93 130.28
PP 129.88 129.88 129.88 129.68
S1 128.97 128.97 129.61 128.57
S2 128.17 128.17 129.46
S3 126.46 127.26 129.30
S4 124.75 125.55 128.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.58 129.08 2.50 1.9% 0.91 0.7% 92% True False 1,001,495
10 131.58 129.08 2.50 1.9% 0.85 0.6% 92% True False 993,827
20 133.29 129.08 4.21 3.2% 0.92 0.7% 55% False False 758,377
40 133.29 126.66 6.63 5.0% 0.77 0.6% 71% False False 382,264
60 133.29 126.01 7.28 5.5% 0.69 0.5% 74% False False 254,902
80 133.29 125.81 7.48 5.7% 0.62 0.5% 75% False False 191,222
100 133.29 123.49 9.80 7.5% 0.50 0.4% 81% False False 153,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.30
2.618 134.49
1.618 133.38
1.000 132.69
0.618 132.27
HIGH 131.58
0.618 131.16
0.500 131.03
0.382 130.89
LOW 130.47
0.618 129.78
1.000 129.36
1.618 128.67
2.618 127.56
4.250 125.75
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 131.27 131.06
PP 131.15 130.74
S1 131.03 130.41

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

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