Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 124.90 125.50 0.60 0.5% 125.30
High 125.48 126.23 0.75 0.6% 126.23
Low 124.90 125.42 0.52 0.4% 124.37
Close 125.26 125.91 0.65 0.5% 125.91
Range 0.58 0.81 0.23 39.7% 1.86
ATR 0.82 0.83 0.01 1.3% 0.00
Volume 1,039 3,490 2,451 235.9% 12,242
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 128.28 127.91 126.36
R3 127.47 127.10 126.13
R2 126.66 126.66 126.06
R1 126.29 126.29 125.98 126.48
PP 125.85 125.85 125.85 125.95
S1 125.48 125.48 125.84 125.67
S2 125.04 125.04 125.76
S3 124.23 124.67 125.69
S4 123.42 123.86 125.46
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 131.08 130.36 126.93
R3 129.22 128.50 126.42
R2 127.36 127.36 126.25
R1 126.64 126.64 126.08 127.00
PP 125.50 125.50 125.50 125.69
S1 124.78 124.78 125.74 125.14
S2 123.64 123.64 125.57
S3 121.78 122.92 125.40
S4 119.92 121.06 124.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.23 124.37 1.86 1.5% 0.69 0.5% 83% True False 2,448
10 127.46 123.73 3.73 3.0% 0.96 0.8% 58% False False 2,167
20 127.46 122.75 4.71 3.7% 0.76 0.6% 67% False False 1,743
40 127.46 121.60 5.86 4.7% 0.57 0.5% 74% False False 971
60 127.46 120.76 6.70 5.3% 0.45 0.4% 77% False False 675
80 127.46 120.76 6.70 5.3% 0.34 0.3% 77% False False 557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129.67
2.618 128.35
1.618 127.54
1.000 127.04
0.618 126.73
HIGH 126.23
0.618 125.92
0.500 125.83
0.382 125.73
LOW 125.42
0.618 124.92
1.000 124.61
1.618 124.11
2.618 123.30
4.250 121.98
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 125.88 125.79
PP 125.85 125.68
S1 125.83 125.56

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

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