Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
21-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 121.85 122.23 0.38 0.3% 120.92
High 121.85 122.23 0.38 0.3% 121.89
Low 121.85 122.23 0.38 0.3% 120.92
Close 121.85 122.23 0.38 0.3% 121.19
Range
ATR 0.31 0.32 0.00 1.6% 0.00
Volume 55 55 0 0.0% 192
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 122.23 122.23 122.23
R3 122.23 122.23 122.23
R2 122.23 122.23 122.23
R1 122.23 122.23 122.23 122.23
PP 122.23 122.23 122.23 122.23
S1 122.23 122.23 122.23 122.23
S2 122.23 122.23 122.23
S3 122.23 122.23 122.23
S4 122.23 122.23 122.23
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 124.24 123.69 121.72
R3 123.27 122.72 121.46
R2 122.30 122.30 121.37
R1 121.75 121.75 121.28 122.03
PP 121.33 121.33 121.33 121.47
S1 120.78 120.78 121.10 121.06
S2 120.36 120.36 121.01
S3 119.39 119.81 120.92
S4 118.42 118.84 120.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.23 121.32 0.91 0.7% 0.00 0.0% 100% True False 42
10 122.23 120.58 1.65 1.3% 0.00 0.0% 100% True False 31
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 122.23
2.618 122.23
1.618 122.23
1.000 122.23
0.618 122.23
HIGH 122.23
0.618 122.23
0.500 122.23
0.382 122.23
LOW 122.23
0.618 122.23
1.000 122.23
1.618 122.23
2.618 122.23
4.250 122.23
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 122.23 122.13
PP 122.23 122.03
S1 122.23 121.93

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

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