Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	122.53	122.70	0.17	0.1%	122.98
High	122.78	123.13	0.35	0.3%	123.60
Low	122.11	122.62	0.51	0.4%	122.54
Close	122.67	122.98	0.31	0.3%	122.84
Range	0.67	0.51	-0.16	-23.9%	1.06
ATR	0.54	0.54	0.00	-0.4%	0.00
Volume	811,377	920,851	109,474	13.5%	3,374,304

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.44	124.22	123.26
R3	123.93	123.71	123.12
R2	123.42	123.42	123.07
R1	123.20	123.20	123.03	123.31
PP	122.91	122.91	122.91	122.97
S1	122.69	122.69	122.93	122.80
S2	122.40	122.40	122.89
S3	121.89	122.18	122.84
S4	121.38	121.67	122.70

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.17	125.57	123.42
R3	125.11	124.51	123.13
R2	124.05	124.05	123.03
R1	123.45	123.45	122.94	123.22
PP	122.99	122.99	122.99	122.88
S1	122.39	122.39	122.74	122.16
S2	121.93	121.93	122.65
S3	120.87	121.33	122.55
S4	119.81	120.27	122.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.60	122.11	1.49	1.2%	0.55	0.4%	58%	False	False	844,437
10	123.60	122.11	1.49	1.2%	0.52	0.4%	58%	False	False	803,993
20	123.78	122.11	1.67	1.4%	0.49	0.4%	52%	False	False	788,829
40	123.78	121.10	2.68	2.2%	0.47	0.4%	70%	False	False	557,714
60	123.78	121.01	2.77	2.3%	0.47	0.4%	71%	False	False	372,034
80	123.78	119.52	4.26	3.5%	0.44	0.4%	81%	False	False	279,059
100	123.78	119.52	4.26	3.5%	0.37	0.3%	81%	False	False	223,263
120	123.78	119.52	4.26	3.5%	0.31	0.3%	81%	False	False	186,067

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	0.11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.30
2.618	124.47
1.618	123.96
1.000	123.64
0.618	123.45
HIGH	123.13
0.618	122.94
0.500	122.88
0.382	122.81
LOW	122.62
0.618	122.30
1.000	122.11
1.618	121.79
2.618	121.28
4.250	120.45

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	122.95	122.90
PP	122.91	122.82
S1	122.88	122.74

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols