Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 126.36 126.45 0.09 0.1% 127.23
High 126.68 126.58 -0.10 -0.1% 128.05
Low 126.26 125.27 -0.99 -0.8% 125.83
Close 126.57 125.59 -0.98 -0.8% 126.19
Range 0.42 1.31 0.89 211.9% 2.22
ATR 0.89 0.92 0.03 3.4% 0.00
Volume 0 646,460 646,460 4,262,346
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.74 128.98 126.31
R3 128.43 127.67 125.95
R2 127.12 127.12 125.83
R1 126.36 126.36 125.71 126.09
PP 125.81 125.81 125.81 125.68
S1 125.05 125.05 125.47 124.78
S2 124.50 124.50 125.35
S3 123.19 123.74 125.23
S4 121.88 122.43 124.87
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
5 127.94 125.27 2.67 2.1% 0.90 0.7% 12% False True 589,338
10 129.20 125.27 3.93 3.1% 0.97 0.8% 8% False True 702,391
20 130.95 125.27 5.68 4.5% 0.94 0.7% 6% False True 703,203
40 132.36 125.27 7.09 5.6% 0.82 0.7% 5% False True 686,726
60 132.36 125.27 7.09 5.6% 0.81 0.6% 5% False True 734,732
80 133.29 125.27 8.02 6.4% 0.83 0.7% 4% False True 638,757
100 133.29 125.27 8.02 6.4% 0.77 0.6% 4% False True 511,275
120 133.29 125.27 8.02 6.4% 0.72 0.6% 4% False True 426,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.15
2.618 130.01
1.618 128.70
1.000 127.89
0.618 127.39
HIGH 126.58
0.618 126.08
0.500 125.93
0.382 125.77
LOW 125.27
0.618 124.46
1.000 123.96
1.618 123.15
2.618 121.84
4.250 119.70
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 125.93 125.98
PP 125.81 125.85
S1 125.70 125.72

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

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