Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 122.88 123.28 0.40 0.3% 122.74
High 123.41 123.60 0.19 0.2% 123.52
Low 122.83 123.27 0.44 0.4% 122.62
Close 123.11 123.47 0.36 0.3% 123.44
Range 0.58 0.33 -0.25 -43.1% 0.90
ATR 0.51 0.51 0.00 -0.3% 0.00
Volume 821,388 731,922 -89,466 -10.9% 2,933,405
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.44 124.28 123.65
R3 124.11 123.95 123.56
R2 123.78 123.78 123.53
R1 123.62 123.62 123.50 123.70
PP 123.45 123.45 123.45 123.49
S1 123.29 123.29 123.44 123.37
S2 123.12 123.12 123.41
S3 122.79 122.96 123.38
S4 122.46 122.63 123.29
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 125.89 125.57 123.94
R3 124.99 124.67 123.69
R2 124.09 124.09 123.61
R1 123.77 123.77 123.52 123.93
PP 123.19 123.19 123.19 123.28
S1 122.87 122.87 123.36 123.03
S2 122.29 122.29 123.28
S3 121.39 121.97 123.19
S4 120.49 121.07 122.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.60 122.54 1.06 0.9% 0.45 0.4% 88% True False 787,862
10 123.77 122.53 1.24 1.0% 0.50 0.4% 76% False False 825,199
20 123.78 122.07 1.71 1.4% 0.47 0.4% 82% False False 772,160
40 123.78 121.10 2.68 2.2% 0.46 0.4% 88% False False 491,067
60 123.78 120.42 3.36 2.7% 0.45 0.4% 91% False False 327,568
80 123.78 119.52 4.26 3.5% 0.43 0.3% 93% False False 245,699
100 123.78 119.52 4.26 3.5% 0.36 0.3% 93% False False 196,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 125.00
2.618 124.46
1.618 124.13
1.000 123.93
0.618 123.80
HIGH 123.60
0.618 123.47
0.500 123.44
0.382 123.40
LOW 123.27
0.618 123.07
1.000 122.94
1.618 122.74
2.618 122.41
4.250 121.87
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 123.46 123.34
PP 123.45 123.20
S1 123.44 123.07

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

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