Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 123.32 123.41 0.09 0.1% 123.25
High 123.72 123.45 -0.27 -0.2% 123.47
Low 123.22 122.93 -0.29 -0.2% 122.34
Close 123.51 123.11 -0.40 -0.3% 122.53
Range 0.50 0.52 0.02 4.0% 1.13
ATR 0.57 0.58 0.00 0.1% 0.00
Volume 564,924 609,039 44,115 7.8% 2,070,979
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.72 124.44 123.40
R3 124.20 123.92 123.25
R2 123.68 123.68 123.21
R1 123.40 123.40 123.16 123.28
PP 123.16 123.16 123.16 123.11
S1 122.88 122.88 123.06 122.76
S2 122.64 122.64 123.01
S3 122.12 122.36 122.97
S4 121.60 121.84 122.82
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% 0.63 0.5% 56% False False 698,776
10 123.76 122.34 1.42 1.2% 0.56 0.5% 54% False False 471,247
20 123.76 120.78 2.98 2.4% 0.53 0.4% 78% False False 241,893
40 123.76 120.20 3.56 2.9% 0.54 0.4% 82% False False 121,629
60 123.76 119.83 3.93 3.2% 0.50 0.4% 83% False False 81,273
80 123.76 119.83 3.93 3.2% 0.42 0.3% 83% False False 60,970
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
4.250 125.66
2.618 124.81
1.618 124.29
1.000 123.97
0.618 123.77
HIGH 123.45
0.618 123.25
0.500 123.19
0.382 123.13
LOW 122.93
0.618 122.61
1.000 122.41
1.618 122.09
2.618 121.57
4.250 120.72
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 123.19 123.32
PP 123.16 123.25
S1 123.14 123.18

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

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