Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 123.42 123.77 0.35 0.3% 122.53
High 123.87 124.31 0.44 0.4% 123.74
Low 123.37 123.64 0.27 0.2% 122.11
Close 123.76 124.01 0.25 0.2% 123.65
Range 0.50 0.67 0.17 34.0% 1.63
ATR 0.51 0.52 0.01 2.3% 0.00
Volume 921,092 1,261,161 340,069 36.9% 4,591,799
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.00 125.67 124.38
R3 125.33 125.00 124.19
R2 124.66 124.66 124.13
R1 124.33 124.33 124.07 124.50
PP 123.99 123.99 123.99 124.07
S1 123.66 123.66 123.95 123.83
S2 123.32 123.32 123.89
S3 122.65 122.99 123.83
S4 121.98 122.32 123.64
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 128.06 127.48 124.55
R3 126.43 125.85 124.10
R2 124.80 124.80 123.95
R1 124.22 124.22 123.80 124.51
PP 123.17 123.17 123.17 123.31
S1 122.59 122.59 123.50 122.88
S2 121.54 121.54 123.35
S3 119.91 120.96 123.20
S4 118.28 119.33 122.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.31 123.25 1.06 0.9% 0.46 0.4% 72% True False 918,002
10 124.31 122.11 2.20 1.8% 0.51 0.4% 86% True False 928,942
20 124.31 122.11 2.20 1.8% 0.50 0.4% 86% True False 877,071
40 124.31 122.07 2.24 1.8% 0.47 0.4% 87% True False 722,073
60 124.31 121.10 3.21 2.6% 0.48 0.4% 91% True False 482,364
80 124.31 119.52 4.79 3.9% 0.44 0.4% 94% True False 361,800
100 124.31 119.52 4.79 3.9% 0.41 0.3% 94% True False 289,463
120 124.31 119.52 4.79 3.9% 0.34 0.3% 94% True False 241,234
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 0.10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127.16
2.618 126.06
1.618 125.39
1.000 124.98
0.618 124.72
HIGH 124.31
0.618 124.05
0.500 123.98
0.382 123.90
LOW 123.64
0.618 123.23
1.000 122.97
1.618 122.56
2.618 121.89
4.250 120.79
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 124.00 123.95
PP 123.99 123.90
S1 123.98 123.84

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

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