Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 132.44 132.38 -0.06 0.0% 131.18
High 132.44 132.72 0.28 0.2% 133.07
Low 132.08 132.26 0.18 0.1% 131.18
Close 132.16 132.69 0.53 0.4% 132.16
Range 0.36 0.46 0.10 27.8% 1.89
ATR 0.39 0.40 0.01 3.1% 0.00
Volume 8 12 4 50.0% 589
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.94 133.77 132.94
R3 133.48 133.31 132.82
R2 133.02 133.02 132.77
R1 132.85 132.85 132.73 132.94
PP 132.56 132.56 132.56 132.60
S1 132.39 132.39 132.65 132.48
S2 132.10 132.10 132.61
S3 131.64 131.93 132.56
S4 131.18 131.47 132.44
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 137.81 136.87 133.20
R3 135.92 134.98 132.68
R2 134.03 134.03 132.51
R1 133.09 133.09 132.33 133.56
PP 132.14 132.14 132.14 132.37
S1 131.20 131.20 131.99 131.67
S2 130.25 130.25 131.81
S3 128.36 129.31 131.64
S4 126.47 127.42 131.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.07 131.70 1.37 1.0% 0.44 0.3% 72% False False 119
10 133.07 130.13 2.94 2.2% 0.24 0.2% 87% False False 73
20 133.07 127.71 5.36 4.0% 0.15 0.1% 93% False False 50
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 0.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.68
2.618 133.92
1.618 133.46
1.000 133.18
0.618 133.00
HIGH 132.72
0.618 132.54
0.500 132.49
0.382 132.44
LOW 132.26
0.618 131.98
1.000 131.80
1.618 131.52
2.618 131.06
4.250 130.31
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 132.62 132.59
PP 132.56 132.50
S1 132.49 132.40

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

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