Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 131.45 131.81 0.36 0.3% 130.83
High 132.10 131.89 -0.21 -0.2% 132.20
Low 131.34 131.39 0.05 0.0% 130.63
Close 132.02 131.64 -0.38 -0.3% 131.31
Range 0.76 0.50 -0.26 -34.2% 1.57
ATR 0.87 0.85 -0.02 -2.0% 0.00
Volume 0 909,723 909,723 4,296,087
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.14 132.89 131.92
R3 132.64 132.39 131.78
R2 132.14 132.14 131.73
R1 131.89 131.89 131.69 131.77
PP 131.64 131.64 131.64 131.58
S1 131.39 131.39 131.59 131.27
S2 131.14 131.14 131.55
S3 130.64 130.89 131.50
S4 130.14 130.39 131.37
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 136.09 135.27 132.17
R3 134.52 133.70 131.74
R2 132.95 132.95 131.60
R1 132.13 132.13 131.45 132.54
PP 131.38 131.38 131.38 131.59
S1 130.56 130.56 131.17 130.97
S2 129.81 129.81 131.02
S3 128.24 128.99 130.88
S4 126.67 127.42 130.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.17 130.63 1.54 1.2% 0.72 0.5% 66% False False 738,805
10 132.20 130.63 1.57 1.2% 0.79 0.6% 64% False False 799,963
20 132.20 129.08 3.12 2.4% 0.82 0.6% 82% False False 896,895
40 133.29 129.08 4.21 3.2% 0.84 0.6% 61% False False 581,836
60 133.29 126.01 7.28 5.5% 0.75 0.6% 77% False False 388,198
80 133.29 125.81 7.48 5.7% 0.66 0.5% 78% False False 291,190
100 133.29 125.81 7.48 5.7% 0.58 0.4% 78% False False 232,982
120 133.29 122.97 10.32 7.8% 0.48 0.4% 84% False False 194,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 134.02
2.618 133.20
1.618 132.70
1.000 132.39
0.618 132.20
HIGH 131.89
0.618 131.70
0.500 131.64
0.382 131.58
LOW 131.39
0.618 131.08
1.000 130.89
1.618 130.58
2.618 130.08
4.250 129.27
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 131.64 131.74
PP 131.64 131.71
S1 131.64 131.67

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

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