Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 120.04 119.83 -0.21 -0.2% 121.28
High 120.04 119.83 -0.21 -0.2% 121.30
Low 120.04 119.83 -0.21 -0.2% 119.96
Close 120.04 119.88 -0.16 -0.1% 120.15
Range
ATR 0.35 0.34 -0.01 -2.8% 0.00
Volume 43 116 73 169.8% 235
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 119.85 119.86 119.88
R3 119.85 119.86 119.88
R2 119.85 119.85 119.88
R1 119.86 119.86 119.88 119.86
PP 119.85 119.85 119.85 119.84
S1 119.86 119.86 119.88 119.86
S2 119.85 119.85 119.88
S3 119.85 119.86 119.88
S4 119.85 119.86 119.88
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 124.49 123.66 120.89
R3 123.15 122.32 120.52
R2 121.81 121.81 120.40
R1 120.98 120.98 120.27 120.73
PP 120.47 120.47 120.47 120.34
S1 119.64 119.64 120.03 119.39
S2 119.13 119.13 119.90
S3 117.79 118.30 119.78
S4 116.45 116.96 119.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.89 119.83 1.06 0.9% 0.28 0.2% 5% False True 77
10 121.30 119.83 1.47 1.2% 0.31 0.3% 3% False True 63
20 121.33 119.83 1.50 1.3% 0.21 0.2% 3% False True 57
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 0.02
Fibonacci Retracements and Extensions
4.250 119.83
2.618 119.83
1.618 119.83
1.000 119.83
0.618 119.83
HIGH 119.83
0.618 119.83
0.500 119.83
0.382 119.83
LOW 119.83
0.618 119.83
1.000 119.83
1.618 119.83
2.618 119.83
4.250 119.83
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 119.86 120.23
PP 119.85 120.11
S1 119.83 120.00

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

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