Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 131.29 130.83 -0.46 -0.4% 129.84
High 131.67 131.67 0.00 0.0% 131.67
Low 130.68 130.80 0.12 0.1% 129.24
Close 130.85 131.51 0.66 0.5% 130.85
Range 0.99 0.87 -0.12 -12.1% 2.43
ATR 0.92 0.91 0.00 -0.4% 0.00
Volume 1,125,112 796,231 -328,881 -29.2% 5,021,485
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 133.94 133.59 131.99
R3 133.07 132.72 131.75
R2 132.20 132.20 131.67
R1 131.85 131.85 131.59 132.03
PP 131.33 131.33 131.33 131.41
S1 130.98 130.98 131.43 131.16
S2 130.46 130.46 131.35
S3 129.59 130.11 131.27
S4 128.72 129.24 131.03
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 137.88 136.79 132.19
R3 135.45 134.36 131.52
R2 133.02 133.02 131.30
R1 131.93 131.93 131.07 132.48
PP 130.59 130.59 130.59 130.86
S1 129.50 129.50 130.63 130.05
S2 128.16 128.16 130.40
S3 125.73 127.07 130.18
S4 123.30 124.64 129.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.67 129.24 2.43 1.8% 0.94 0.7% 93% True False 1,027,184
10 131.67 129.08 2.59 2.0% 0.87 0.7% 94% True False 1,016,974
20 133.29 129.08 4.21 3.2% 0.90 0.7% 58% False False 851,397
40 133.29 127.00 6.29 4.8% 0.80 0.6% 72% False False 430,288
60 133.29 126.01 7.28 5.5% 0.71 0.5% 76% False False 286,922
80 133.29 125.81 7.48 5.7% 0.64 0.5% 76% False False 215,237
100 133.29 123.63 9.66 7.3% 0.52 0.4% 82% False False 172,215
120 133.29 121.98 11.31 8.6% 0.43 0.3% 84% False False 143,567
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.37
2.618 133.95
1.618 133.08
1.000 132.54
0.618 132.21
HIGH 131.67
0.618 131.34
0.500 131.24
0.382 131.13
LOW 130.80
0.618 130.26
1.000 129.93
1.618 129.39
2.618 128.52
4.250 127.10
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 131.42 131.36
PP 131.33 131.22
S1 131.24 131.07

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

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