Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 123.61 124.52 0.91 0.7% 123.19
High 124.75 124.95 0.20 0.2% 123.67
Low 123.61 123.85 0.24 0.2% 122.75
Close 124.03 124.04 0.01 0.0% 123.32
Range 1.14 1.10 -0.04 -3.5% 0.92
ATR 0.51 0.55 0.04 8.3% 0.00
Volume 1,083 3,168 2,085 192.5% 5,655
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 127.58 126.91 124.65
R3 126.48 125.81 124.34
R2 125.38 125.38 124.24
R1 124.71 124.71 124.14 124.50
PP 124.28 124.28 124.28 124.17
S1 123.61 123.61 123.94 123.40
S2 123.18 123.18 123.84
S3 122.08 122.51 123.74
S4 120.98 121.41 123.44
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.01 125.58 123.83
R3 125.09 124.66 123.57
R2 124.17 124.17 123.49
R1 123.74 123.74 123.40 123.96
PP 123.25 123.25 123.25 123.35
S1 122.82 122.82 123.24 123.04
S2 122.33 122.33 123.15
S3 121.41 121.90 123.07
S4 120.49 120.98 122.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.95 123.00 1.95 1.6% 0.77 0.6% 53% True False 2,200
10 124.95 122.28 2.67 2.2% 0.56 0.4% 66% True False 1,253
20 124.95 121.60 3.35 2.7% 0.46 0.4% 73% True False 745
40 124.95 121.50 3.45 2.8% 0.42 0.3% 74% True False 420
60 124.95 120.76 4.19 3.4% 0.28 0.2% 78% True False 327
80 124.95 119.43 5.52 4.5% 0.21 0.2% 84% True False 291
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.63
2.618 127.83
1.618 126.73
1.000 126.05
0.618 125.63
HIGH 124.95
0.618 124.53
0.500 124.40
0.382 124.27
LOW 123.85
0.618 123.17
1.000 122.75
1.618 122.07
2.618 120.97
4.250 119.18
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 124.40 124.06
PP 124.28 124.05
S1 124.16 124.05

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

View Archives - Comment on this page... - Back to Index of Symbols