Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 131.03 131.62 0.59 0.5% 132.38
High 131.74 132.06 0.32 0.2% 133.16
Low 131.02 131.20 0.18 0.1% 130.46
Close 131.68 131.25 -0.43 -0.3% 130.59
Range 0.72 0.86 0.14 19.4% 2.70
ATR 0.55 0.57 0.02 4.0% 0.00
Volume 163 156 -7 -4.3% 5,142
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.08 133.53 131.72
R3 133.22 132.67 131.49
R2 132.36 132.36 131.41
R1 131.81 131.81 131.33 131.66
PP 131.50 131.50 131.50 131.43
S1 130.95 130.95 131.17 130.80
S2 130.64 130.64 131.09
S3 129.78 130.09 131.01
S4 128.92 129.23 130.78
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 139.50 137.75 132.08
R3 136.80 135.05 131.33
R2 134.10 134.10 131.09
R1 132.35 132.35 130.84 131.88
PP 131.40 131.40 131.40 131.17
S1 129.65 129.65 130.34 129.18
S2 128.70 128.70 130.10
S3 126.00 126.95 129.85
S4 123.30 124.25 129.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.06 130.46 1.60 1.2% 0.67 0.5% 49% True False 1,089
10 133.16 130.46 2.70 2.1% 0.51 0.4% 29% False False 594
20 133.16 129.55 3.61 2.8% 0.36 0.3% 47% False False 323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 135.72
2.618 134.31
1.618 133.45
1.000 132.92
0.618 132.59
HIGH 132.06
0.618 131.73
0.500 131.63
0.382 131.53
LOW 131.20
0.618 130.67
1.000 130.34
1.618 129.81
2.618 128.95
4.250 127.55
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 131.63 131.35
PP 131.50 131.31
S1 131.38 131.28

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

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