Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 123.17 123.56 0.39 0.3% 122.55
High 123.69 123.78 0.09 0.1% 123.39
Low 123.13 123.53 0.40 0.3% 122.45
Close 123.58 123.67 0.09 0.1% 123.19
Range 0.56 0.25 -0.31 -55.4% 0.94
ATR 0.48 0.46 -0.02 -3.4% 0.00
Volume 640,475 632,006 -8,469 -1.3% 3,583,237
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.41 124.29 123.81
R3 124.16 124.04 123.74
R2 123.91 123.91 123.72
R1 123.79 123.79 123.69 123.85
PP 123.66 123.66 123.66 123.69
S1 123.54 123.54 123.65 123.60
S2 123.41 123.41 123.62
S3 123.16 123.29 123.60
S4 122.91 123.04 123.53
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
5 123.78 122.87 0.91 0.7% 0.41 0.3% 88% True False 710,345
10 123.78 122.07 1.71 1.4% 0.45 0.4% 94% True False 719,121
20 123.78 122.07 1.71 1.4% 0.44 0.4% 94% True False 567,076
40 123.78 121.10 2.68 2.2% 0.46 0.4% 96% True False 285,011
60 123.78 119.52 4.26 3.4% 0.41 0.3% 97% True False 190,043
80 123.78 119.52 4.26 3.4% 0.38 0.3% 97% True False 142,561
100 123.78 119.52 4.26 3.4% 0.31 0.2% 97% True False 114,067
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.84
2.618 124.43
1.618 124.18
1.000 124.03
0.618 123.93
HIGH 123.78
0.618 123.68
0.500 123.66
0.382 123.63
LOW 123.53
0.618 123.38
1.000 123.28
1.618 123.13
2.618 122.88
4.250 122.47
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 123.67 123.56
PP 123.66 123.44
S1 123.66 123.33

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

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