Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 125.61 126.37 0.76 0.6% 123.89
High 126.59 127.99 1.40 1.1% 125.51
Low 125.44 125.74 0.30 0.2% 123.77
Close 126.35 127.01 0.66 0.5% 124.85
Range 1.15 2.25 1.10 95.7% 1.74
ATR 0.70 0.81 0.11 15.7% 0.00
Volume 1,487,658 1,620,821 133,163 9.0% 5,520,880
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 133.66 132.59 128.25
R3 131.41 130.34 127.63
R2 129.16 129.16 127.42
R1 128.09 128.09 127.22 128.63
PP 126.91 126.91 126.91 127.18
S1 125.84 125.84 126.80 126.38
S2 124.66 124.66 126.60
S3 122.41 123.59 126.39
S4 120.16 121.34 125.77
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 129.93 129.13 125.81
R3 128.19 127.39 125.33
R2 126.45 126.45 125.17
R1 125.65 125.65 125.01 126.05
PP 124.71 124.71 124.71 124.91
S1 123.91 123.91 124.69 124.31
S2 122.97 122.97 124.53
S3 121.23 122.17 124.37
S4 119.49 120.43 123.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.99 124.27 3.72 2.9% 1.16 0.9% 74% True False 1,113,517
10 127.99 123.57 4.42 3.5% 0.99 0.8% 78% True False 1,125,683
20 127.99 122.11 5.88 4.6% 0.75 0.6% 83% True False 1,027,313
40 127.99 122.07 5.92 4.7% 0.61 0.5% 83% True False 899,736
60 127.99 121.10 6.89 5.4% 0.56 0.4% 86% True False 669,816
80 127.99 120.42 7.57 6.0% 0.53 0.4% 87% True False 502,504
100 127.99 119.52 8.47 6.7% 0.49 0.4% 88% True False 402,022
120 127.99 119.52 8.47 6.7% 0.42 0.3% 88% True False 335,034
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 0.18
Widest range in 139 trading days
Fibonacci Retracements and Extensions
4.250 137.55
2.618 133.88
1.618 131.63
1.000 130.24
0.618 129.38
HIGH 127.99
0.618 127.13
0.500 126.87
0.382 126.60
LOW 125.74
0.618 124.35
1.000 123.49
1.618 122.10
2.618 119.85
4.250 116.18
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 126.96 126.74
PP 126.91 126.48
S1 126.87 126.21

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

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