Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 124.09 125.20 1.11 0.9% 123.71
High 125.34 125.51 0.17 0.1% 124.31
Low 124.05 124.30 0.25 0.2% 123.37
Close 124.64 124.60 -0.04 0.0% 123.97
Range 1.29 1.21 -0.08 -6.2% 0.94
ATR 0.58 0.62 0.05 7.8% 0.00
Volume 1,109,904 1,825,659 715,755 64.5% 4,750,723
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 128.43 127.73 125.27
R3 127.22 126.52 124.93
R2 126.01 126.01 124.82
R1 125.31 125.31 124.71 125.06
PP 124.80 124.80 124.80 124.68
S1 124.10 124.10 124.49 123.85
S2 123.59 123.59 124.38
S3 122.38 122.89 124.27
S4 121.17 121.68 123.93
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.70 126.28 124.49
R3 125.76 125.34 124.23
R2 124.82 124.82 124.14
R1 124.40 124.40 124.06 124.61
PP 123.88 123.88 123.88 123.99
S1 123.46 123.46 123.88 123.67
S2 122.94 122.94 123.80
S3 122.00 122.52 123.71
S4 121.06 121.58 123.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.51 123.57 1.94 1.6% 0.86 0.7% 53% True False 1,199,801
10 125.51 122.87 2.64 2.1% 0.64 0.5% 66% True False 1,036,024
20 125.51 122.11 3.40 2.7% 0.58 0.5% 73% True False 938,360
40 125.51 122.07 3.44 2.8% 0.52 0.4% 74% True False 832,481
60 125.51 121.10 4.41 3.5% 0.51 0.4% 79% True False 561,295
80 125.51 119.78 5.73 4.6% 0.47 0.4% 84% True False 421,021
100 125.51 119.52 5.99 4.8% 0.44 0.4% 85% True False 336,837
120 125.51 119.52 5.99 4.8% 0.37 0.3% 85% True False 280,714
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 2 trading days
Fibonacci Retracements and Extensions
4.250 130.65
2.618 128.68
1.618 127.47
1.000 126.72
0.618 126.26
HIGH 125.51
0.618 125.05
0.500 124.91
0.382 124.76
LOW 124.30
0.618 123.55
1.000 123.09
1.618 122.34
2.618 121.13
4.250 119.16
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 124.91 124.64
PP 124.80 124.63
S1 124.70 124.61

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

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