Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 122.92 123.25 0.33 0.3% 123.17
High 123.32 123.52 0.20 0.2% 123.78
Low 122.77 123.18 0.41 0.3% 122.53
Close 123.18 123.35 0.17 0.1% 122.74
Range 0.55 0.34 -0.21 -38.2% 1.25
ATR 0.49 0.48 -0.01 -2.2% 0.00
Volume 800,621 837,461 36,840 4.6% 4,153,415
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.37 124.20 123.54
R3 124.03 123.86 123.44
R2 123.69 123.69 123.41
R1 123.52 123.52 123.38 123.61
PP 123.35 123.35 123.35 123.39
S1 123.18 123.18 123.32 123.27
S2 123.01 123.01 123.29
S3 122.67 122.84 123.26
S4 122.33 122.50 123.16
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 126.77 126.00 123.43
R3 125.52 124.75 123.08
R2 124.27 124.27 122.97
R1 123.50 123.50 122.85 123.26
PP 123.02 123.02 123.02 122.90
S1 122.25 122.25 122.63 122.01
S2 121.77 121.77 122.51
S3 120.52 121.00 122.40
S4 119.27 119.75 122.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.52 122.53 0.99 0.8% 0.50 0.4% 83% True False 809,510
10 123.78 122.53 1.25 1.0% 0.47 0.4% 66% False False 788,755
20 123.78 122.07 1.71 1.4% 0.47 0.4% 75% False False 769,413
40 123.78 121.10 2.68 2.2% 0.48 0.4% 84% False False 413,673
60 123.78 119.78 4.00 3.2% 0.45 0.4% 89% False False 275,874
80 123.78 119.52 4.26 3.5% 0.42 0.3% 90% False False 206,929
100 123.78 119.52 4.26 3.5% 0.34 0.3% 90% False False 165,563
Crabel Price Patterns
NR True
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 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.97
2.618 124.41
1.618 124.07
1.000 123.86
0.618 123.73
HIGH 123.52
0.618 123.39
0.500 123.35
0.382 123.31
LOW 123.18
0.618 122.97
1.000 122.84
1.618 122.63
2.618 122.29
4.250 121.74
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 123.35 123.26
PP 123.35 123.16
S1 123.35 123.07

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

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