Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 131.79 131.90 0.11 0.1% 129.84
High 132.03 132.20 0.17 0.1% 131.67
Low 131.46 130.97 -0.49 -0.4% 129.24
Close 131.81 131.43 -0.38 -0.3% 130.85
Range 0.57 1.23 0.66 115.8% 2.43
ATR 0.87 0.90 0.03 2.9% 0.00
Volume 952,075 1,432,185 480,110 50.4% 5,021,485
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.22 134.56 132.11
R3 133.99 133.33 131.77
R2 132.76 132.76 131.66
R1 132.10 132.10 131.54 131.82
PP 131.53 131.53 131.53 131.39
S1 130.87 130.87 131.32 130.59
S2 130.30 130.30 131.20
S3 129.07 129.64 131.09
S4 127.84 128.41 130.75
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
5 132.20 130.68 1.52 1.2% 0.87 0.7% 49% True False 861,120
10 132.20 129.08 3.12 2.4% 0.89 0.7% 75% True False 931,307
20 132.20 129.08 3.12 2.4% 0.89 0.7% 75% True False 943,765
40 133.29 128.05 5.24 4.0% 0.82 0.6% 65% False False 489,690
60 133.29 126.01 7.28 5.5% 0.73 0.6% 74% False False 326,657
80 133.29 125.81 7.48 5.7% 0.66 0.5% 75% False False 245,040
100 133.29 124.43 8.86 6.7% 0.54 0.4% 79% False False 196,048
120 133.29 122.50 10.79 8.2% 0.45 0.3% 83% False False 163,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 137.43
2.618 135.42
1.618 134.19
1.000 133.43
0.618 132.96
HIGH 132.20
0.618 131.73
0.500 131.59
0.382 131.44
LOW 130.97
0.618 130.21
1.000 129.74
1.618 128.98
2.618 127.75
4.250 125.74
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 131.59 131.59
PP 131.53 131.53
S1 131.48 131.48

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

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