Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 123.28 123.71 0.43 0.3% 122.53
High 123.74 123.88 0.14 0.1% 123.74
Low 123.25 123.59 0.34 0.3% 122.11
Close 123.65 123.74 0.09 0.1% 123.65
Range 0.49 0.29 -0.20 -40.8% 1.63
ATR 0.54 0.52 -0.02 -3.3% 0.00
Volume 829,034 704,667 -124,367 -15.0% 4,591,799
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.61 124.46 123.90
R3 124.32 124.17 123.82
R2 124.03 124.03 123.79
R1 123.88 123.88 123.77 123.96
PP 123.74 123.74 123.74 123.77
S1 123.59 123.59 123.71 123.67
S2 123.45 123.45 123.69
S3 123.16 123.30 123.66
S4 122.87 123.01 123.58
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 128.06 127.48 124.55
R3 126.43 125.85 124.10
R2 124.80 124.80 123.95
R1 124.22 124.22 123.80 124.51
PP 123.17 123.17 123.17 123.31
S1 122.59 122.59 123.50 122.88
S2 121.54 121.54 123.35
S3 119.91 120.96 123.20
S4 118.28 119.33 122.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.88 122.62 1.26 1.0% 0.46 0.4% 89% True False 897,017
10 123.88 122.11 1.77 1.4% 0.52 0.4% 92% True False 867,077
20 123.88 122.11 1.77 1.4% 0.49 0.4% 92% True False 824,038
40 123.88 121.10 2.78 2.2% 0.48 0.4% 95% True False 646,672
60 123.88 121.10 2.78 2.2% 0.47 0.4% 95% True False 431,431
80 123.88 119.52 4.36 3.5% 0.43 0.4% 97% True False 323,605
100 123.88 119.52 4.36 3.5% 0.39 0.3% 97% True False 258,903
120 123.88 119.52 4.36 3.5% 0.33 0.3% 97% True False 215,768
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 14 trading days
Fibonacci Retracements and Extensions
4.250 125.11
2.618 124.64
1.618 124.35
1.000 124.17
0.618 124.06
HIGH 123.88
0.618 123.77
0.500 123.74
0.382 123.70
LOW 123.59
0.618 123.41
1.000 123.30
1.618 123.12
2.618 122.83
4.250 122.36
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 123.74 123.62
PP 123.74 123.50
S1 123.74 123.38

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

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