Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 122.70 123.41 0.71 0.6% 122.72
High 123.54 123.66 0.12 0.1% 123.66
Low 122.69 123.30 0.61 0.5% 122.11
Close 123.40 123.54 0.14 0.1% 123.54
Range 0.85 0.36 -0.49 -57.6% 1.55
ATR 0.62 0.60 -0.02 -3.0% 0.00
Volume 592,253 357,732 -234,521 -39.6% 2,776,207
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.58 124.42 123.74
R3 124.22 124.06 123.64
R2 123.86 123.86 123.61
R1 123.70 123.70 123.57 123.78
PP 123.50 123.50 123.50 123.54
S1 123.34 123.34 123.51 123.42
S2 123.14 123.14 123.47
S3 122.78 122.98 123.44
S4 122.42 122.62 123.34
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 127.75 127.20 124.39
R3 126.20 125.65 123.97
R2 124.65 124.65 123.82
R1 124.10 124.10 123.68 124.38
PP 123.10 123.10 123.10 123.24
S1 122.55 122.55 123.40 122.83
S2 121.55 121.55 123.26
S3 120.00 121.00 123.11
S4 118.45 119.45 122.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.66 122.11 1.55 1.3% 0.67 0.5% 92% True False 555,241
10 123.72 122.11 1.61 1.3% 0.61 0.5% 89% False False 594,707
20 123.76 121.88 1.88 1.5% 0.56 0.5% 88% False False 408,351
40 123.76 120.20 3.56 2.9% 0.56 0.5% 94% False False 205,307
60 123.76 120.20 3.56 2.9% 0.53 0.4% 94% False False 137,096
80 123.76 119.83 3.93 3.2% 0.47 0.4% 94% False False 102,848
100 123.76 118.50 5.26 4.3% 0.38 0.3% 96% False False 82,303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 125.19
2.618 124.60
1.618 124.24
1.000 124.02
0.618 123.88
HIGH 123.66
0.618 123.52
0.500 123.48
0.382 123.44
LOW 123.30
0.618 123.08
1.000 122.94
1.618 122.72
2.618 122.36
4.250 121.77
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 123.52 123.32
PP 123.50 123.10
S1 123.48 122.89

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

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