Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 122.00 121.87 -0.13 -0.1% 122.33
High 122.21 121.92 -0.29 -0.2% 122.66
Low 121.93 121.60 -0.33 -0.3% 121.48
Close 122.10 121.71 -0.39 -0.3% 121.39
Range 0.28 0.32 0.04 14.3% 1.18
ATR 0.33 0.34 0.01 3.8% 0.00
Volume 36 50 14 38.9% 624
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 122.70 122.53 121.89
R3 122.38 122.21 121.80
R2 122.06 122.06 121.77
R1 121.89 121.89 121.74 121.82
PP 121.74 121.74 121.74 121.71
S1 121.57 121.57 121.68 121.50
S2 121.42 121.42 121.65
S3 121.10 121.25 121.62
S4 120.78 120.93 121.53
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
5 122.23 121.48 0.75 0.6% 0.29 0.2% 31% False False 65
10 122.66 121.48 1.18 1.0% 0.15 0.1% 19% False False 89
20 122.66 120.02 2.64 2.2% 0.07 0.1% 64% False False 93
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.28
2.618 122.76
1.618 122.44
1.000 122.24
0.618 122.12
HIGH 121.92
0.618 121.80
0.500 121.76
0.382 121.72
LOW 121.60
0.618 121.40
1.000 121.28
1.618 121.08
2.618 120.76
4.250 120.24
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 121.76 121.86
PP 121.74 121.81
S1 121.73 121.76

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

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