Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 123.06 123.17 0.11 0.1% 122.55
High 123.27 123.69 0.42 0.3% 123.39
Low 122.87 123.13 0.26 0.2% 122.45
Close 123.19 123.58 0.39 0.3% 123.19
Range 0.40 0.56 0.16 40.0% 0.94
ATR 0.47 0.48 0.01 1.3% 0.00
Volume 723,182 640,475 -82,707 -11.4% 3,583,237
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.15 124.92 123.89
R3 124.59 124.36 123.73
R2 124.03 124.03 123.68
R1 123.80 123.80 123.63 123.92
PP 123.47 123.47 123.47 123.52
S1 123.24 123.24 123.53 123.36
S2 122.91 122.91 123.48
S3 122.35 122.68 123.43
S4 121.79 122.12 123.27
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.83 125.45 123.71
R3 124.89 124.51 123.45
R2 123.95 123.95 123.36
R1 123.57 123.57 123.28 123.76
PP 123.01 123.01 123.01 123.11
S1 122.63 122.63 123.10 122.82
S2 122.07 122.07 123.02
S3 121.13 121.69 122.93
S4 120.19 120.75 122.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.69 122.45 1.24 1.0% 0.52 0.4% 91% True False 750,910
10 123.69 122.07 1.62 1.3% 0.48 0.4% 93% True False 743,781
20 123.69 121.23 2.46 2.0% 0.48 0.4% 96% True False 536,608
40 123.69 121.10 2.59 2.1% 0.46 0.4% 96% True False 269,213
60 123.69 119.52 4.17 3.4% 0.42 0.3% 97% True False 179,511
80 123.69 119.52 4.17 3.4% 0.38 0.3% 97% True False 134,663
100 123.69 119.52 4.17 3.4% 0.30 0.2% 97% True False 107,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 126.07
2.618 125.16
1.618 124.60
1.000 124.25
0.618 124.04
HIGH 123.69
0.618 123.48
0.500 123.41
0.382 123.34
LOW 123.13
0.618 122.78
1.000 122.57
1.618 122.22
2.618 121.66
4.250 120.75
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 123.52 123.48
PP 123.47 123.38
S1 123.41 123.28

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

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