Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 121.30 121.22 -0.08 -0.1% 121.52
High 121.65 121.60 -0.05 0.0% 122.23
Low 121.06 120.77 -0.29 -0.2% 121.11
Close 121.06 121.39 0.33 0.3% 121.30
Range 0.59 0.83 0.24 40.7% 1.12
ATR 0.37 0.41 0.03 8.7% 0.00
Volume 43 243 200 465.1% 146
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 123.74 123.40 121.85
R3 122.91 122.57 121.62
R2 122.08 122.08 121.54
R1 121.74 121.74 121.47 121.91
PP 121.25 121.25 121.25 121.34
S1 120.91 120.91 121.31 121.08
S2 120.42 120.42 121.24
S3 119.59 120.08 121.16
S4 118.76 119.25 120.93
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.91 124.22 121.92
R3 123.79 123.10 121.61
R2 122.67 122.67 121.51
R1 121.98 121.98 121.40 121.77
PP 121.55 121.55 121.55 121.44
S1 120.86 120.86 121.20 120.65
S2 120.43 120.43 121.09
S3 119.31 119.74 120.99
S4 118.19 118.62 120.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.92 120.77 1.15 0.9% 0.47 0.4% 54% False True 76
10 122.23 120.77 1.46 1.2% 0.35 0.3% 42% False True 76
20 122.66 120.77 1.89 1.6% 0.18 0.1% 33% False True 88
40 122.66 119.80 2.86 2.4% 0.09 0.1% 56% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 125.13
2.618 123.77
1.618 122.94
1.000 122.43
0.618 122.11
HIGH 121.60
0.618 121.28
0.500 121.19
0.382 121.09
LOW 120.77
0.618 120.26
1.000 119.94
1.618 119.43
2.618 118.60
4.250 117.24
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 121.32 121.33
PP 121.25 121.27
S1 121.19 121.22

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

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