Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 130.42 130.61 0.19 0.1% 129.23
High 130.75 130.95 0.20 0.2% 130.87
Low 130.27 129.87 -0.40 -0.3% 129.16
Close 130.51 130.36 -0.15 -0.1% 130.25
Range 0.48 1.08 0.60 125.0% 1.71
ATR 0.76 0.78 0.02 3.1% 0.00
Volume 0 1,020,299 1,020,299 3,676,784
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.63 133.08 130.95
R3 132.55 132.00 130.66
R2 131.47 131.47 130.56
R1 130.92 130.92 130.46 130.66
PP 130.39 130.39 130.39 130.26
S1 129.84 129.84 130.26 129.58
S2 129.31 129.31 130.16
S3 128.23 128.76 130.06
S4 127.15 127.68 129.77
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 135.22 134.45 131.19
R3 133.51 132.74 130.72
R2 131.80 131.80 130.56
R1 131.03 131.03 130.41 131.42
PP 130.09 130.09 130.09 130.29
S1 129.32 129.32 130.09 129.71
S2 128.38 128.38 129.94
S3 126.67 127.61 129.78
S4 124.96 125.90 129.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.95 129.33 1.62 1.2% 0.91 0.7% 64% True False 610,771
10 130.95 128.52 2.43 1.9% 0.79 0.6% 76% True False 773,186
20 131.84 128.52 3.32 2.5% 0.71 0.5% 55% False False 670,161
40 132.36 128.52 3.84 2.9% 0.76 0.6% 48% False False 749,589
60 133.29 128.52 4.77 3.7% 0.80 0.6% 39% False False 633,895
80 133.29 126.01 7.28 5.6% 0.74 0.6% 60% False False 476,046
100 133.29 126.01 7.28 5.6% 0.68 0.5% 60% False False 380,865
120 133.29 125.81 7.48 5.7% 0.62 0.5% 61% False False 317,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.54
2.618 133.78
1.618 132.70
1.000 132.03
0.618 131.62
HIGH 130.95
0.618 130.54
0.500 130.41
0.382 130.28
LOW 129.87
0.618 129.20
1.000 128.79
1.618 128.12
2.618 127.04
4.250 125.28
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 130.41 130.41
PP 130.39 130.39
S1 130.38 130.38

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

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