Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 123.28 123.32 0.04 0.0% 122.98
High 123.60 123.36 -0.24 -0.2% 123.60
Low 123.27 122.71 -0.56 -0.5% 122.54
Close 123.47 122.84 -0.63 -0.5% 122.84
Range 0.33 0.65 0.32 97.0% 1.06
ATR 0.51 0.53 0.02 3.5% 0.00
Volume 731,922 936,649 204,727 28.0% 3,374,304
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.92 124.53 123.20
R3 124.27 123.88 123.02
R2 123.62 123.62 122.96
R1 123.23 123.23 122.90 123.10
PP 122.97 122.97 122.97 122.91
S1 122.58 122.58 122.78 122.45
S2 122.32 122.32 122.72
S3 121.67 121.93 122.66
S4 121.02 121.28 122.48
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.17 125.57 123.42
R3 125.11 124.51 123.13
R2 124.05 124.05 123.03
R1 123.45 123.45 122.94 123.22
PP 122.99 122.99 122.99 122.88
S1 122.39 122.39 122.74 122.16
S2 121.93 121.93 122.65
S3 120.87 121.33 122.55
S4 119.81 120.27 122.26
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% 0.51 0.4% 28% False False 807,699
10 123.60 122.53 1.07 0.9% 0.51 0.4% 29% False False 808,605
20 123.78 122.07 1.71 1.4% 0.49 0.4% 45% False False 784,445
40 123.78 121.10 2.68 2.2% 0.46 0.4% 65% False False 514,449
60 123.78 120.56 3.22 2.6% 0.46 0.4% 71% False False 343,174
80 123.78 119.52 4.26 3.5% 0.43 0.4% 78% False False 257,406
100 123.78 119.52 4.26 3.5% 0.36 0.3% 78% False False 205,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126.12
2.618 125.06
1.618 124.41
1.000 124.01
0.618 123.76
HIGH 123.36
0.618 123.11
0.500 123.04
0.382 122.96
LOW 122.71
0.618 122.31
1.000 122.06
1.618 121.66
2.618 121.01
4.250 119.95
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 123.04 123.16
PP 122.97 123.05
S1 122.91 122.95

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

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