Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 123.56 123.66 0.10 0.1% 122.55
High 123.78 123.77 -0.01 0.0% 123.39
Low 123.53 123.24 -0.29 -0.2% 122.45
Close 123.67 123.53 -0.14 -0.1% 123.19
Range 0.25 0.53 0.28 112.0% 0.94
ATR 0.46 0.47 0.00 1.1% 0.00
Volume 632,006 1,102,593 470,587 74.5% 3,583,237
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.10 124.85 123.82
R3 124.57 124.32 123.68
R2 124.04 124.04 123.63
R1 123.79 123.79 123.58 123.65
PP 123.51 123.51 123.51 123.45
S1 123.26 123.26 123.48 123.12
S2 122.98 122.98 123.43
S3 122.45 122.73 123.38
S4 121.92 122.20 123.24
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% 0.43 0.3% 73% False False 768,000
10 123.78 122.07 1.71 1.4% 0.47 0.4% 85% False False 760,285
20 123.78 122.07 1.71 1.4% 0.44 0.4% 85% False False 619,691
40 123.78 121.10 2.68 2.2% 0.46 0.4% 91% False False 312,553
60 123.78 119.52 4.26 3.4% 0.42 0.3% 94% False False 208,419
80 123.78 119.52 4.26 3.4% 0.39 0.3% 94% False False 156,342
100 123.78 119.52 4.26 3.4% 0.31 0.3% 94% False False 125,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.02
2.618 125.16
1.618 124.63
1.000 124.30
0.618 124.10
HIGH 123.77
0.618 123.57
0.500 123.51
0.382 123.44
LOW 123.24
0.618 122.91
1.000 122.71
1.618 122.38
2.618 121.85
4.250 120.99
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 123.52 123.51
PP 123.51 123.48
S1 123.51 123.46

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

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