Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 131.69 131.73 0.04 0.0% 131.44
High 131.89 131.85 -0.04 0.0% 132.17
Low 131.13 131.42 0.29 0.2% 131.13
Close 131.85 131.63 -0.22 -0.2% 131.85
Range 0.76 0.43 -0.33 -43.4% 1.04
ATR 0.84 0.81 -0.03 -3.5% 0.00
Volume 0 366,867 366,867 2,578,432
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 132.92 132.71 131.87
R3 132.49 132.28 131.75
R2 132.06 132.06 131.71
R1 131.85 131.85 131.67 131.74
PP 131.63 131.63 131.63 131.58
S1 131.42 131.42 131.59 131.31
S2 131.20 131.20 131.55
S3 130.77 130.99 131.51
S4 130.34 130.56 131.39
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% 0.66 0.5% 48% False False 452,371
10 132.20 130.63 1.57 1.2% 0.72 0.6% 64% False False 644,515
20 132.20 129.08 3.12 2.4% 0.80 0.6% 82% False False 830,745
40 133.29 129.08 4.21 3.2% 0.83 0.6% 61% False False 590,788
60 133.29 126.01 7.28 5.5% 0.74 0.6% 77% False False 394,307
80 133.29 126.01 7.28 5.5% 0.67 0.5% 77% False False 295,768
100 133.29 125.81 7.48 5.7% 0.59 0.4% 78% False False 236,649
120 133.29 123.43 9.86 7.5% 0.49 0.4% 83% False False 197,267
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 133.68
2.618 132.98
1.618 132.55
1.000 132.28
0.618 132.12
HIGH 131.85
0.618 131.69
0.500 131.64
0.382 131.58
LOW 131.42
0.618 131.15
1.000 130.99
1.618 130.72
2.618 130.29
4.250 129.59
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 131.64 131.59
PP 131.63 131.55
S1 131.63 131.51

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

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