Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 131.75 131.36 -0.39 -0.3% 131.44
High 132.36 131.70 -0.66 -0.5% 132.17
Low 131.38 131.21 -0.17 -0.1% 131.13
Close 132.01 131.57 -0.44 -0.3% 131.85
Range 0.98 0.49 -0.49 -50.0% 1.04
ATR 0.83 0.82 0.00 -0.2% 0.00
Volume 1,022,078 0 -1,022,078 -100.0% 2,578,432
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 132.96 132.76 131.84
R3 132.47 132.27 131.70
R2 131.98 131.98 131.66
R1 131.78 131.78 131.61 131.88
PP 131.49 131.49 131.49 131.55
S1 131.29 131.29 131.53 131.39
S2 131.00 131.00 131.48
S3 130.51 130.80 131.44
S4 130.02 130.31 131.30
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
5 132.36 131.13 1.23 0.9% 0.63 0.5% 36% False False 459,733
10 132.36 130.63 1.73 1.3% 0.75 0.6% 54% False False 651,515
20 132.36 129.08 3.28 2.5% 0.80 0.6% 76% False False 780,961
40 133.29 129.08 4.21 3.2% 0.84 0.6% 59% False False 615,571
60 133.29 126.01 7.28 5.5% 0.75 0.6% 76% False False 411,336
80 133.29 126.01 7.28 5.5% 0.68 0.5% 76% False False 308,538
100 133.29 125.81 7.48 5.7% 0.60 0.5% 77% False False 246,869
120 133.29 123.43 9.86 7.5% 0.51 0.4% 83% False False 205,771
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.78
2.618 132.98
1.618 132.49
1.000 132.19
0.618 132.00
HIGH 131.70
0.618 131.51
0.500 131.46
0.382 131.40
LOW 131.21
0.618 130.91
1.000 130.72
1.618 130.42
2.618 129.93
4.250 129.13
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 131.53 131.79
PP 131.49 131.71
S1 131.46 131.64

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

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