Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 126.38 126.42 0.04 0.0% 126.45
High 126.38 126.42 0.04 0.0% 127.02
Low 126.38 126.34 -0.04 0.0% 126.08
Close 126.38 126.14 -0.24 -0.2% 126.08
Range 0.00 0.08 0.08 0.94
ATR 0.30 0.28 -0.02 -5.2% 0.00
Volume 167 2 -165 -98.8% 134
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 126.54 126.42 126.18
R3 126.46 126.34 126.16
R2 126.38 126.38 126.15
R1 126.26 126.26 126.15 126.28
PP 126.30 126.30 126.30 126.31
S1 126.18 126.18 126.13 126.20
S2 126.22 126.22 126.13
S3 126.14 126.10 126.12
S4 126.06 126.02 126.10
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 129.21 128.59 126.60
R3 128.27 127.65 126.34
R2 127.33 127.33 126.25
R1 126.71 126.71 126.17 126.55
PP 126.39 126.39 126.39 126.32
S1 125.77 125.77 125.99 125.61
S2 125.45 125.45 125.91
S3 124.51 124.83 125.82
S4 123.57 123.89 125.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.42 126.08 0.34 0.3% 0.02 0.0% 18% True False 108
10 127.02 126.08 0.94 0.7% 0.01 0.0% 6% False False 73
20 127.02 123.49 3.53 2.8% 0.01 0.0% 75% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 126.76
2.618 126.63
1.618 126.55
1.000 126.50
0.618 126.47
HIGH 126.42
0.618 126.39
0.500 126.38
0.382 126.37
LOW 126.34
0.618 126.29
1.000 126.26
1.618 126.21
2.618 126.13
4.250 126.00
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 126.38 126.36
PP 126.30 126.28
S1 126.22 126.21

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

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