Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 122.98 122.72 -0.26 -0.2% 122.67
High 123.00 123.13 0.13 0.1% 123.72
Low 122.55 122.61 0.06 0.0% 122.55
Close 122.69 122.97 0.28 0.2% 122.69
Range 0.45 0.52 0.07 15.6% 1.17
ATR 0.57 0.57 0.00 -0.7% 0.00
Volume 574,614 465,806 -108,808 -18.9% 3,170,869
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.46 124.24 123.26
R3 123.94 123.72 123.11
R2 123.42 123.42 123.07
R1 123.20 123.20 123.02 123.31
PP 122.90 122.90 122.90 122.96
S1 122.68 122.68 122.92 122.79
S2 122.38 122.38 122.87
S3 121.86 122.16 122.83
S4 121.34 121.64 122.68
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 126.50 125.76 123.33
R3 125.33 124.59 123.01
R2 124.16 124.16 122.90
R1 123.42 123.42 122.80 123.79
PP 122.99 122.99 122.99 123.17
S1 122.25 122.25 122.58 122.62
S2 121.82 121.82 122.48
S3 120.65 121.08 122.37
S4 119.48 119.91 122.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.72 122.55 1.17 1.0% 0.56 0.5% 36% False False 580,066
10 123.72 122.34 1.38 1.1% 0.54 0.4% 46% False False 558,496
20 123.76 121.45 2.31 1.9% 0.51 0.4% 66% False False 293,688
40 123.76 120.20 3.56 2.9% 0.54 0.4% 78% False False 147,631
60 123.76 119.83 3.93 3.2% 0.51 0.4% 80% False False 98,612
80 123.76 119.83 3.93 3.2% 0.43 0.4% 80% False False 73,975
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.34
2.618 124.49
1.618 123.97
1.000 123.65
0.618 123.45
HIGH 123.13
0.618 122.93
0.500 122.87
0.382 122.81
LOW 122.61
0.618 122.29
1.000 122.09
1.618 121.77
2.618 121.25
4.250 120.40
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 122.94 123.00
PP 122.90 122.99
S1 122.87 122.98

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

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