Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 126.91 126.54 -0.37 -0.3% 127.23
High 127.02 126.56 -0.46 -0.4% 128.05
Low 126.27 125.83 -0.44 -0.3% 125.83
Close 126.47 126.19 -0.28 -0.2% 126.19
Range 0.75 0.73 -0.02 -2.7% 2.22
ATR 0.94 0.92 -0.01 -1.6% 0.00
Volume 0 1,087,493 1,087,493 4,262,346
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.38 128.02 126.59
R3 127.65 127.29 126.39
R2 126.92 126.92 126.32
R1 126.56 126.56 126.26 126.38
PP 126.19 126.19 126.19 126.10
S1 125.83 125.83 126.12 125.65
S2 125.46 125.46 126.06
S3 124.73 125.10 125.99
S4 124.00 124.37 125.79
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 133.35 131.99 127.41
R3 131.13 129.77 126.80
R2 128.91 128.91 126.60
R1 127.55 127.55 126.39 127.12
PP 126.69 126.69 126.69 126.48
S1 125.33 125.33 125.99 124.90
S2 124.47 124.47 125.78
S3 122.25 123.11 125.58
S4 120.03 120.89 124.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.05 125.83 2.22 1.8% 0.89 0.7% 16% False True 852,469
10 129.20 125.83 3.37 2.7% 0.95 0.7% 11% False True 717,011
20 130.95 125.83 5.12 4.1% 0.92 0.7% 7% False True 730,269
40 132.36 125.83 6.53 5.2% 0.81 0.6% 6% False True 679,736
60 132.36 125.83 6.53 5.2% 0.81 0.6% 6% False True 752,122
80 133.29 125.83 7.46 5.9% 0.82 0.7% 5% False True 630,786
100 133.29 125.83 7.46 5.9% 0.77 0.6% 5% False True 504,813
120 133.29 125.81 7.48 5.9% 0.71 0.6% 5% False False 420,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129.66
2.618 128.47
1.618 127.74
1.000 127.29
0.618 127.01
HIGH 126.56
0.618 126.28
0.500 126.20
0.382 126.11
LOW 125.83
0.618 125.38
1.000 125.10
1.618 124.65
2.618 123.92
4.250 122.73
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 126.20 126.89
PP 126.19 126.65
S1 126.19 126.42

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

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