Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 123.95 123.89 -0.06 0.0% 123.71
High 124.12 124.34 0.22 0.2% 124.31
Low 123.57 123.77 0.20 0.2% 123.37
Close 123.97 124.06 0.09 0.1% 123.97
Range 0.55 0.57 0.02 3.6% 0.94
ATR 0.52 0.52 0.00 0.7% 0.00
Volume 989,744 812,541 -177,203 -17.9% 4,750,723
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 125.77 125.48 124.37
R3 125.20 124.91 124.22
R2 124.63 124.63 124.16
R1 124.34 124.34 124.11 124.49
PP 124.06 124.06 124.06 124.13
S1 123.77 123.77 124.01 123.92
S2 123.49 123.49 123.96
S3 122.92 123.20 123.90
S4 122.35 122.63 123.75
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.70 126.28 124.49
R3 125.76 125.34 124.23
R2 124.82 124.82 124.14
R1 124.40 124.40 124.06 124.61
PP 123.88 123.88 123.88 123.99
S1 123.46 123.46 123.88 123.67
S2 122.94 122.94 123.80
S3 122.00 122.52 123.71
S4 121.06 121.58 123.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.34 123.37 0.97 0.8% 0.53 0.4% 71% True False 971,719
10 124.34 122.62 1.72 1.4% 0.49 0.4% 84% True False 934,368
20 124.34 122.11 2.23 1.8% 0.49 0.4% 87% True False 860,068
40 124.34 122.07 2.27 1.8% 0.48 0.4% 88% True False 765,008
60 124.34 121.10 3.24 2.6% 0.48 0.4% 91% True False 512,378
80 124.34 119.52 4.82 3.9% 0.45 0.4% 94% True False 384,328
100 124.34 119.52 4.82 3.9% 0.42 0.3% 94% True False 307,483
120 124.34 119.52 4.82 3.9% 0.35 0.3% 94% True False 256,252
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.76
2.618 125.83
1.618 125.26
1.000 124.91
0.618 124.69
HIGH 124.34
0.618 124.12
0.500 124.06
0.382 123.99
LOW 123.77
0.618 123.42
1.000 123.20
1.618 122.85
2.618 122.28
4.250 121.35
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 124.06 124.03
PP 124.06 123.99
S1 124.06 123.96

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

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