Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 125.20 124.75 -0.45 -0.4% 123.71
High 125.51 124.76 -0.75 -0.6% 124.31
Low 124.30 124.23 -0.07 -0.1% 123.37
Close 124.60 124.43 -0.17 -0.1% 123.97
Range 1.21 0.53 -0.68 -56.2% 0.94
ATR 0.62 0.62 -0.01 -1.1% 0.00
Volume 1,825,659 951,400 -874,259 -47.9% 4,750,723
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.06 125.78 124.72
R3 125.53 125.25 124.58
R2 125.00 125.00 124.53
R1 124.72 124.72 124.48 124.60
PP 124.47 124.47 124.47 124.41
S1 124.19 124.19 124.38 124.07
S2 123.94 123.94 124.33
S3 123.41 123.66 124.28
S4 122.88 123.13 124.14
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
5 125.51 123.57 1.94 1.6% 0.83 0.7% 44% False False 1,137,849
10 125.51 123.25 2.26 1.8% 0.65 0.5% 52% False False 1,027,926
20 125.51 122.11 3.40 2.7% 0.58 0.5% 68% False False 945,899
40 125.51 122.07 3.44 2.8% 0.52 0.4% 69% False False 850,599
60 125.51 121.10 4.41 3.5% 0.51 0.4% 76% False False 577,137
80 125.51 119.78 5.73 4.6% 0.48 0.4% 81% False False 432,912
100 125.51 119.52 5.99 4.8% 0.45 0.4% 82% False False 346,350
120 125.51 119.52 5.99 4.8% 0.37 0.3% 82% False False 288,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127.01
2.618 126.15
1.618 125.62
1.000 125.29
0.618 125.09
HIGH 124.76
0.618 124.56
0.500 124.50
0.382 124.43
LOW 124.23
0.618 123.90
1.000 123.70
1.618 123.37
2.618 122.84
4.250 121.98
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 124.50 124.78
PP 124.47 124.66
S1 124.45 124.55

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

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