Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 123.26 123.06 -0.20 -0.2% 122.55
High 123.39 123.27 -0.12 -0.1% 123.39
Low 122.98 122.87 -0.11 -0.1% 122.45
Close 123.08 123.19 0.11 0.1% 123.19
Range 0.41 0.40 -0.01 -2.4% 0.94
ATR 0.48 0.47 -0.01 -1.2% 0.00
Volume 741,747 723,182 -18,565 -2.5% 3,583,237
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.31 124.15 123.41
R3 123.91 123.75 123.30
R2 123.51 123.51 123.26
R1 123.35 123.35 123.23 123.43
PP 123.11 123.11 123.11 123.15
S1 122.95 122.95 123.15 123.03
S2 122.71 122.71 123.12
S3 122.31 122.55 123.08
S4 121.91 122.15 122.97
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.83 125.45 123.71
R3 124.89 124.51 123.45
R2 123.95 123.95 123.36
R1 123.57 123.57 123.28 123.76
PP 123.01 123.01 123.01 123.11
S1 122.63 122.63 123.10 122.82
S2 122.07 122.07 123.02
S3 121.13 121.69 122.93
S4 120.19 120.75 122.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.39 122.45 0.94 0.8% 0.45 0.4% 79% False False 716,647
10 123.39 122.07 1.32 1.1% 0.45 0.4% 85% False False 734,844
20 123.39 121.10 2.29 1.9% 0.47 0.4% 91% False False 504,944
40 123.39 121.10 2.29 1.9% 0.46 0.4% 91% False False 253,201
60 123.39 119.52 3.87 3.1% 0.41 0.3% 95% False False 168,840
80 123.39 119.52 3.87 3.1% 0.37 0.3% 95% False False 126,658
100 123.39 119.52 3.87 3.1% 0.30 0.2% 95% False False 101,344
Crabel Price Patterns
NR True
NR4 True
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.97
2.618 124.32
1.618 123.92
1.000 123.67
0.618 123.52
HIGH 123.27
0.618 123.12
0.500 123.07
0.382 123.02
LOW 122.87
0.618 122.62
1.000 122.47
1.618 122.22
2.618 121.82
4.250 121.17
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 123.15 123.17
PP 123.11 123.15
S1 123.07 123.13

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

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