Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 131.11 130.69 -0.42 -0.3% 131.73
High 131.29 130.75 -0.54 -0.4% 132.36
Low 130.34 130.37 0.03 0.0% 130.34
Close 130.72 130.56 -0.16 -0.1% 130.72
Range 0.95 0.38 -0.57 -60.0% 2.02
ATR 0.85 0.81 -0.03 -3.9% 0.00
Volume 0 676,858 676,858 2,185,788
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.70 131.51 130.77
R3 131.32 131.13 130.66
R2 130.94 130.94 130.63
R1 130.75 130.75 130.59 130.66
PP 130.56 130.56 130.56 130.51
S1 130.37 130.37 130.53 130.28
S2 130.18 130.18 130.49
S3 129.80 129.99 130.46
S4 129.42 129.61 130.35
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 137.20 135.98 131.83
R3 135.18 133.96 131.28
R2 133.16 133.16 131.09
R1 131.94 131.94 130.91 131.54
PP 131.14 131.14 131.14 130.94
S1 129.92 129.92 130.53 129.52
S2 129.12 129.12 130.35
S3 127.10 127.90 130.16
S4 125.08 125.88 129.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.36 130.34 2.02 1.5% 0.73 0.6% 11% False False 499,155
10 132.36 130.34 2.02 1.5% 0.70 0.5% 11% False False 475,763
20 132.36 129.24 3.12 2.4% 0.78 0.6% 42% False False 703,842
40 133.29 129.08 4.21 3.2% 0.86 0.7% 35% False False 651,867
60 133.29 126.01 7.28 5.6% 0.75 0.6% 63% False False 435,895
80 133.29 126.01 7.28 5.6% 0.69 0.5% 63% False False 326,958
100 133.29 125.81 7.48 5.7% 0.63 0.5% 64% False False 261,604
120 133.29 123.49 9.80 7.5% 0.52 0.4% 72% False False 218,031
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 132.37
2.618 131.74
1.618 131.36
1.000 131.13
0.618 130.98
HIGH 130.75
0.618 130.60
0.500 130.56
0.382 130.52
LOW 130.37
0.618 130.14
1.000 129.99
1.618 129.76
2.618 129.38
4.250 128.76
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 130.56 131.09
PP 130.56 130.91
S1 130.56 130.74

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

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