Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 126.45 124.86 -1.59 -1.3% 127.23
High 126.58 125.38 -1.20 -0.9% 128.05
Low 125.27 124.86 -0.41 -0.3% 125.83
Close 125.59 125.22 -0.37 -0.3% 126.19
Range 1.31 0.52 -0.79 -60.3% 2.22
ATR 0.92 0.91 -0.01 -1.5% 0.00
Volume 646,460 42,120 -604,340 -93.5% 4,262,346
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.71 126.49 125.51
R3 126.19 125.97 125.36
R2 125.67 125.67 125.32
R1 125.45 125.45 125.27 125.56
PP 125.15 125.15 125.15 125.21
S1 124.93 124.93 125.17 125.04
S2 124.63 124.63 125.12
S3 124.11 124.41 125.08
S4 123.59 123.89 124.93
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
5 127.02 124.86 2.16 1.7% 0.75 0.6% 17% False True 355,214
10 129.20 124.86 4.34 3.5% 0.93 0.7% 8% False True 706,603
20 130.68 124.86 5.82 4.6% 0.91 0.7% 6% False True 654,294
40 131.84 124.86 6.98 5.6% 0.81 0.6% 5% False True 662,227
60 132.36 124.86 7.50 6.0% 0.81 0.6% 5% False True 717,824
80 133.29 124.86 8.43 6.7% 0.83 0.7% 4% False True 638,995
100 133.29 124.86 8.43 6.7% 0.77 0.6% 4% False True 511,696
120 133.29 124.86 8.43 6.7% 0.72 0.6% 4% False True 426,436
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.59
2.618 126.74
1.618 126.22
1.000 125.90
0.618 125.70
HIGH 125.38
0.618 125.18
0.500 125.12
0.382 125.06
LOW 124.86
0.618 124.54
1.000 124.34
1.618 124.02
2.618 123.50
4.250 122.65
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 125.19 125.77
PP 125.15 125.59
S1 125.12 125.40

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

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