Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 121.48 121.70 0.22 0.2% 122.33
High 121.48 121.70 0.22 0.2% 122.66
Low 121.48 121.58 0.10 0.1% 121.48
Close 121.71 121.39 -0.32 -0.3% 121.39
Range 0.00 0.12 0.12 1.18
ATR 0.32 0.31 -0.01 -4.3% 0.00
Volume 101 223 122 120.8% 624
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 121.92 121.77 121.46
R3 121.80 121.65 121.42
R2 121.68 121.68 121.41
R1 121.53 121.53 121.40 121.55
PP 121.56 121.56 121.56 121.56
S1 121.41 121.41 121.38 121.43
S2 121.44 121.44 121.37
S3 121.32 121.29 121.36
S4 121.20 121.17 121.32
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 125.38 124.57 122.04
R3 124.20 123.39 121.71
R2 123.02 123.02 121.61
R1 122.21 122.21 121.50 122.03
PP 121.84 121.84 121.84 121.75
S1 121.03 121.03 121.28 120.85
S2 120.66 120.66 121.17
S3 119.48 119.85 121.07
S4 118.30 118.67 120.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.66 121.48 1.18 1.0% 0.02 0.0% -8% False False 124
10 122.66 121.15 1.51 1.2% 0.01 0.0% 16% False False 124
20 122.66 120.02 2.64 2.2% 0.01 0.0% 52% False False 105
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 0.00
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 122.21
2.618 122.01
1.618 121.89
1.000 121.82
0.618 121.77
HIGH 121.70
0.618 121.65
0.500 121.64
0.382 121.63
LOW 121.58
0.618 121.51
1.000 121.46
1.618 121.39
2.618 121.27
4.250 121.07
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 121.64 122.07
PP 121.56 121.84
S1 121.47 121.62

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

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