Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 131.81 131.69 -0.12 -0.1% 131.44
High 131.89 131.89 0.00 0.0% 132.17
Low 131.39 131.13 -0.26 -0.2% 131.13
Close 131.64 131.85 0.21 0.2% 131.85
Range 0.50 0.76 0.26 52.0% 1.04
ATR 0.85 0.84 -0.01 -0.8% 0.00
Volume 909,723 0 -909,723 -100.0% 2,578,432
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.90 133.64 132.27
R3 133.14 132.88 132.06
R2 132.38 132.38 131.99
R1 132.12 132.12 131.92 132.25
PP 131.62 131.62 131.62 131.69
S1 131.36 131.36 131.78 131.49
S2 130.86 130.86 131.71
S3 130.10 130.60 131.64
S4 129.34 129.84 131.43
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.84 134.38 132.42
R3 133.80 133.34 132.14
R2 132.76 132.76 132.04
R1 132.30 132.30 131.95 132.53
PP 131.72 131.72 131.72 131.83
S1 131.26 131.26 131.75 131.49
S2 130.68 130.68 131.66
S3 129.64 130.22 131.56
S4 128.60 129.18 131.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.17 131.13 1.04 0.8% 0.68 0.5% 69% False True 515,686
10 132.20 130.63 1.57 1.2% 0.77 0.6% 78% False False 687,451
20 132.20 129.08 3.12 2.4% 0.81 0.6% 89% False False 853,561
40 133.29 129.08 4.21 3.2% 0.85 0.6% 66% False False 581,801
60 133.29 126.01 7.28 5.5% 0.74 0.6% 80% False False 388,196
80 133.29 125.81 7.48 5.7% 0.67 0.5% 81% False False 291,186
100 133.29 125.81 7.48 5.7% 0.58 0.4% 81% False False 232,981
120 133.29 123.06 10.23 7.8% 0.49 0.4% 86% False False 194,212
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 True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.12
2.618 133.88
1.618 133.12
1.000 132.65
0.618 132.36
HIGH 131.89
0.618 131.60
0.500 131.51
0.382 131.42
LOW 131.13
0.618 130.66
1.000 130.37
1.618 129.90
2.618 129.14
4.250 127.90
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 131.74 131.77
PP 131.62 131.69
S1 131.51 131.62

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

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