Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 123.32 122.53 -0.79 -0.6% 122.98
High 123.36 122.78 -0.58 -0.5% 123.60
Low 122.71 122.11 -0.60 -0.5% 122.54
Close 122.84 122.67 -0.17 -0.1% 122.84
Range 0.65 0.67 0.02 3.1% 1.06
ATR 0.53 0.54 0.01 2.7% 0.00
Volume 936,649 811,377 -125,272 -13.4% 3,374,304
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.53 124.27 123.04
R3 123.86 123.60 122.85
R2 123.19 123.19 122.79
R1 122.93 122.93 122.73 123.06
PP 122.52 122.52 122.52 122.59
S1 122.26 122.26 122.61 122.39
S2 121.85 121.85 122.55
S3 121.18 121.59 122.49
S4 120.51 120.92 122.30
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.17 125.57 123.42
R3 125.11 124.51 123.13
R2 124.05 124.05 123.03
R1 123.45 123.45 122.94 123.22
PP 122.99 122.99 122.99 122.88
S1 122.39 122.39 122.74 122.16
S2 121.93 121.93 122.65
S3 120.87 121.33 122.55
S4 119.81 120.27 122.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.60 122.11 1.49 1.2% 0.57 0.5% 38% False True 837,136
10 123.60 122.11 1.49 1.2% 0.49 0.4% 38% False True 785,768
20 123.78 122.07 1.71 1.4% 0.50 0.4% 35% False False 784,017
40 123.78 121.10 2.68 2.2% 0.47 0.4% 59% False False 534,716
60 123.78 120.87 2.91 2.4% 0.46 0.4% 62% False False 356,692
80 123.78 119.52 4.26 3.5% 0.44 0.4% 74% False False 267,548
100 123.78 119.52 4.26 3.5% 0.37 0.3% 74% False False 214,056
120 123.78 119.52 4.26 3.5% 0.31 0.3% 74% False False 178,393
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 0.11
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125.63
2.618 124.53
1.618 123.86
1.000 123.45
0.618 123.19
HIGH 122.78
0.618 122.52
0.500 122.45
0.382 122.37
LOW 122.11
0.618 121.70
1.000 121.44
1.618 121.03
2.618 120.36
4.250 119.26
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 122.60 122.86
PP 122.52 122.79
S1 122.45 122.73

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

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