Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 127.72 127.55 -0.17 -0.1% 125.81
High 127.84 128.58 0.74 0.6% 126.85
Low 127.04 127.19 0.15 0.1% 124.94
Close 127.47 128.31 0.84 0.7% 126.53
Range 0.80 1.39 0.59 73.8% 1.91
ATR 0.93 0.96 0.03 3.5% 0.00
Volume 1,120,208 1,171,780 51,572 4.6% 4,893,152
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 132.20 131.64 129.07
R3 130.81 130.25 128.69
R2 129.42 129.42 128.56
R1 128.86 128.86 128.44 129.14
PP 128.03 128.03 128.03 128.17
S1 127.47 127.47 128.18 127.75
S2 126.64 126.64 128.06
S3 125.25 126.08 127.93
S4 123.86 124.69 127.55
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 131.84 131.09 127.58
R3 129.93 129.18 127.06
R2 128.02 128.02 126.88
R1 127.27 127.27 126.71 127.65
PP 126.11 126.11 126.11 126.29
S1 125.36 125.36 126.35 125.74
S2 124.20 124.20 126.18
S3 122.29 123.45 126.00
S4 120.38 121.54 125.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.58 125.98 2.60 2.0% 1.07 0.8% 90% True False 1,001,812
10 128.58 124.94 3.64 2.8% 0.95 0.7% 93% True False 1,069,536
20 128.58 123.57 5.01 3.9% 0.97 0.8% 95% True False 1,097,609
40 128.58 122.11 6.47 5.0% 0.74 0.6% 96% True False 987,340
60 128.58 122.07 6.51 5.1% 0.64 0.5% 96% True False 847,252
80 128.58 121.10 7.48 5.8% 0.60 0.5% 96% True False 636,175
100 128.58 119.52 9.06 7.1% 0.54 0.4% 97% True False 508,962
120 128.58 119.52 9.06 7.1% 0.50 0.4% 97% True False 424,154
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.49
2.618 132.22
1.618 130.83
1.000 129.97
0.618 129.44
HIGH 128.58
0.618 128.05
0.500 127.89
0.382 127.72
LOW 127.19
0.618 126.33
1.000 125.80
1.618 124.94
2.618 123.55
4.250 121.28
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 128.17 128.01
PP 128.03 127.72
S1 127.89 127.42

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

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