Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 123.38 122.98 -0.40 -0.3% 122.74
High 123.50 123.18 -0.32 -0.3% 123.52
Low 123.13 122.54 -0.59 -0.5% 122.62
Close 123.44 122.88 -0.56 -0.5% 123.44
Range 0.37 0.64 0.27 73.0% 0.90
ATR 0.48 0.51 0.03 6.4% 0.00
Volume 664,195 884,345 220,150 33.1% 2,933,405
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.79 124.47 123.23
R3 124.15 123.83 123.06
R2 123.51 123.51 123.00
R1 123.19 123.19 122.94 123.03
PP 122.87 122.87 122.87 122.79
S1 122.55 122.55 122.82 122.39
S2 122.23 122.23 122.76
S3 121.59 121.91 122.70
S4 120.95 121.27 122.53
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 125.89 125.57 123.94
R3 124.99 124.67 123.69
R2 124.09 124.09 123.61
R1 123.77 123.77 123.52 123.93
PP 123.19 123.19 123.19 123.28
S1 122.87 122.87 123.36 123.03
S2 122.29 122.29 123.28
S3 121.39 121.97 123.19
S4 120.49 121.07 122.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.52 122.54 0.98 0.8% 0.48 0.4% 35% False True 763,550
10 123.78 122.53 1.25 1.0% 0.49 0.4% 28% False False 797,116
20 123.78 122.07 1.71 1.4% 0.47 0.4% 47% False False 765,980
40 123.78 121.10 2.68 2.2% 0.46 0.4% 66% False False 452,314
60 123.78 119.80 3.98 3.2% 0.45 0.4% 77% False False 301,681
80 123.78 119.52 4.26 3.5% 0.43 0.4% 79% False False 226,283
100 123.78 119.52 4.26 3.5% 0.35 0.3% 79% False False 181,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125.90
2.618 124.86
1.618 124.22
1.000 123.82
0.618 123.58
HIGH 123.18
0.618 122.94
0.500 122.86
0.382 122.78
LOW 122.54
0.618 122.14
1.000 121.90
1.618 121.50
2.618 120.86
4.250 119.82
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 122.87 123.03
PP 122.87 122.98
S1 122.86 122.93

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

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