Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 122.66 121.48 -1.18 -1.0% 121.15
High 122.66 121.48 -1.18 -1.0% 122.24
Low 122.66 121.48 -1.18 -1.0% 121.15
Close 122.66 121.71 -0.95 -0.8% 122.18
Range
ATR 0.26 0.32 0.07 25.5% 0.00
Volume 100 101 1 1.0% 622
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 121.56 121.63 121.71
R3 121.56 121.63 121.71
R2 121.56 121.56 121.71
R1 121.63 121.63 121.71 121.60
PP 121.56 121.56 121.56 121.54
S1 121.63 121.63 121.71 121.60
S2 121.56 121.56 121.71
S3 121.56 121.63 121.71
S4 121.56 121.63 121.71
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 125.13 124.74 122.78
R3 124.04 123.65 122.48
R2 122.95 122.95 122.38
R1 122.56 122.56 122.28 122.76
PP 121.86 121.86 121.86 121.95
S1 121.47 121.47 122.08 121.67
S2 120.77 120.77 121.98
S3 119.68 120.38 121.88
S4 118.59 119.29 121.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.66 121.48 1.18 1.0% 0.00 0.0% 19% False True 112
10 122.66 121.15 1.51 1.2% 0.00 0.0% 37% False False 106
20 122.66 119.80 2.86 2.3% 0.00 0.0% 67% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.00
Fibonacci Retracements and Extensions
4.250 121.48
2.618 121.48
1.618 121.48
1.000 121.48
0.618 121.48
HIGH 121.48
0.618 121.48
0.500 121.48
0.382 121.48
LOW 121.48
0.618 121.48
1.000 121.48
1.618 121.48
2.618 121.48
4.250 121.48
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 121.63 122.07
PP 121.56 121.95
S1 121.48 121.83

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

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