Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 122.67 123.02 0.35 0.3% 123.25
High 123.06 123.72 0.66 0.5% 123.47
Low 122.61 122.91 0.30 0.2% 122.34
Close 122.96 123.40 0.44 0.4% 122.53
Range 0.45 0.81 0.36 80.0% 1.13
ATR 0.56 0.58 0.02 3.1% 0.00
Volume 736,344 685,948 -50,396 -6.8% 2,070,979
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 125.77 125.40 123.85
R3 124.96 124.59 123.62
R2 124.15 124.15 123.55
R1 123.78 123.78 123.47 123.97
PP 123.34 123.34 123.34 123.44
S1 122.97 122.97 123.33 123.16
S2 122.53 122.53 123.25
S3 121.72 122.16 123.18
S4 120.91 121.35 122.95
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
5 123.72 122.34 1.38 1.1% 0.61 0.5% 77% True False 639,403
10 123.76 122.16 1.60 1.3% 0.58 0.5% 78% False False 361,179
20 123.76 120.78 2.98 2.4% 0.54 0.4% 88% False False 183,315
40 123.76 120.20 3.56 2.9% 0.54 0.4% 90% False False 92,337
60 123.76 119.83 3.93 3.2% 0.50 0.4% 91% False False 61,711
80 123.76 119.83 3.93 3.2% 0.41 0.3% 91% False False 46,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.16
2.618 125.84
1.618 125.03
1.000 124.53
0.618 124.22
HIGH 123.72
0.618 123.41
0.500 123.32
0.382 123.22
LOW 122.91
0.618 122.41
1.000 122.10
1.618 121.60
2.618 120.79
4.250 119.47
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 123.37 123.28
PP 123.34 123.15
S1 123.32 123.03

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

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