Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 132.38 133.00 0.62 0.5% 131.18
High 132.72 133.16 0.44 0.3% 133.07
Low 132.26 133.00 0.74 0.6% 131.18
Close 132.69 132.98 0.29 0.2% 132.16
Range 0.46 0.16 -0.30 -65.2% 1.89
ATR 0.40 0.41 0.00 1.2% 0.00
Volume 12 215 203 1,691.7% 589
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.53 133.41 133.07
R3 133.37 133.25 133.02
R2 133.21 133.21 133.01
R1 133.09 133.09 132.99 133.07
PP 133.05 133.05 133.05 133.04
S1 132.93 132.93 132.97 132.91
S2 132.89 132.89 132.95
S3 132.73 132.77 132.94
S4 132.57 132.61 132.89
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
5 133.16 132.08 1.08 0.8% 0.36 0.3% 83% True False 130
10 133.16 130.45 2.71 2.0% 0.25 0.2% 93% True False 94
20 133.16 127.85 5.31 4.0% 0.16 0.1% 97% True False 57
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 0.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.84
2.618 133.58
1.618 133.42
1.000 133.32
0.618 133.26
HIGH 133.16
0.618 133.10
0.500 133.08
0.382 133.06
LOW 133.00
0.618 132.90
1.000 132.84
1.618 132.74
2.618 132.58
4.250 132.32
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 133.08 132.86
PP 133.05 132.74
S1 133.01 132.62

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

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