Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 122.96 123.10 0.14 0.1% 123.25
High 123.16 123.20 0.04 0.0% 123.47
Low 122.63 122.34 -0.29 -0.2% 122.34
Close 123.08 122.53 -0.55 -0.4% 122.53
Range 0.53 0.86 0.33 62.3% 1.13
ATR 0.54 0.57 0.02 4.2% 0.00
Volume 491,833 897,626 405,793 82.5% 2,070,979
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 125.27 124.76 123.00
R3 124.41 123.90 122.77
R2 123.55 123.55 122.69
R1 123.04 123.04 122.61 122.87
PP 122.69 122.69 122.69 122.60
S1 122.18 122.18 122.45 122.01
S2 121.83 121.83 122.37
S3 120.97 121.32 122.29
S4 120.11 120.46 122.06
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 126.17 125.48 123.15
R3 125.04 124.35 122.84
R2 123.91 123.91 122.74
R1 123.22 123.22 122.63 123.00
PP 122.78 122.78 122.78 122.67
S1 122.09 122.09 122.43 121.87
S2 121.65 121.65 122.32
S3 120.52 120.96 122.22
S4 119.39 119.83 121.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.47 122.34 1.13 0.9% 0.50 0.4% 17% False True 414,195
10 123.76 121.88 1.88 1.5% 0.52 0.4% 35% False False 221,994
20 123.76 120.46 3.30 2.7% 0.51 0.4% 63% False False 112,296
40 123.76 120.20 3.56 2.9% 0.53 0.4% 65% False False 56,816
60 123.76 119.83 3.93 3.2% 0.48 0.4% 69% False False 38,006
80 123.76 119.83 3.93 3.2% 0.39 0.3% 69% False False 28,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.86
2.618 125.45
1.618 124.59
1.000 124.06
0.618 123.73
HIGH 123.20
0.618 122.87
0.500 122.77
0.382 122.67
LOW 122.34
0.618 121.81
1.000 121.48
1.618 120.95
2.618 120.09
4.250 118.69
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 122.77 122.83
PP 122.69 122.73
S1 122.61 122.63

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

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