Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 122.89 122.93 0.04 0.0% 122.98
High 123.26 123.39 0.13 0.1% 123.60
Low 122.78 122.87 0.09 0.1% 122.54
Close 123.14 123.19 0.05 0.0% 122.84
Range 0.48 0.52 0.04 8.3% 1.06
ATR 0.54 0.53 0.00 -0.2% 0.00
Volume 998,151 1,032,386 34,235 3.4% 3,374,304
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.71 124.47 123.48
R3 124.19 123.95 123.33
R2 123.67 123.67 123.29
R1 123.43 123.43 123.24 123.55
PP 123.15 123.15 123.15 123.21
S1 122.91 122.91 123.14 123.03
S2 122.63 122.63 123.09
S3 122.11 122.39 123.05
S4 121.59 121.87 122.90
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
5 123.39 122.11 1.28 1.0% 0.57 0.5% 84% True False 939,882
10 123.60 122.11 1.49 1.2% 0.51 0.4% 72% False False 863,872
20 123.78 122.11 1.67 1.4% 0.49 0.4% 65% False False 825,156
40 123.78 121.10 2.68 2.2% 0.48 0.4% 78% False False 608,464
60 123.78 121.10 2.68 2.2% 0.48 0.4% 78% False False 405,876
80 123.78 119.52 4.26 3.5% 0.44 0.4% 86% False False 304,437
100 123.78 119.52 4.26 3.5% 0.38 0.3% 86% False False 243,567
120 123.78 119.52 4.26 3.5% 0.32 0.3% 86% False False 202,988
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.60
2.618 124.75
1.618 124.23
1.000 123.91
0.618 123.71
HIGH 123.39
0.618 123.19
0.500 123.13
0.382 123.07
LOW 122.87
0.618 122.55
1.000 122.35
1.618 122.03
2.618 121.51
4.250 120.66
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 123.17 123.13
PP 123.15 123.07
S1 123.13 123.01

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

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