Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 128.12 128.20 0.08 0.1% 127.89
High 128.88 128.66 -0.22 -0.2% 129.10
Low 127.83 128.13 0.30 0.2% 127.58
Close 128.16 128.32 0.16 0.1% 127.96
Range 1.05 0.53 -0.52 -49.5% 1.52
ATR 0.84 0.82 -0.02 -2.7% 0.00
Volume 137,379 329,299 191,920 139.7% 76,310
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 129.96 129.67 128.61
R3 129.43 129.14 128.47
R2 128.90 128.90 128.42
R1 128.61 128.61 128.37 128.76
PP 128.37 128.37 128.37 128.44
S1 128.08 128.08 128.27 128.23
S2 127.84 127.84 128.22
S3 127.31 127.55 128.17
S4 126.78 127.02 128.03
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 132.77 131.89 128.80
R3 131.25 130.37 128.38
R2 129.73 129.73 128.24
R1 128.85 128.85 128.10 129.29
PP 128.21 128.21 128.21 128.44
S1 127.33 127.33 127.82 127.77
S2 126.69 126.69 127.68
S3 125.17 125.81 127.54
S4 123.65 124.29 127.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.88 127.58 1.30 1.0% 0.65 0.5% 57% False False 105,661
10 129.10 126.65 2.45 1.9% 0.76 0.6% 68% False False 57,654
20 129.10 124.37 4.73 3.7% 0.87 0.7% 84% False False 30,768
40 129.10 121.60 7.50 5.8% 0.72 0.6% 90% False False 15,849
60 129.10 121.55 7.55 5.9% 0.60 0.5% 90% False False 10,618
80 129.10 120.76 8.34 6.5% 0.47 0.4% 91% False False 7,984
100 129.10 120.34 8.76 6.8% 0.38 0.3% 91% False False 6,436
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.91
2.618 130.05
1.618 129.52
1.000 129.19
0.618 128.99
HIGH 128.66
0.618 128.46
0.500 128.40
0.382 128.33
LOW 128.13
0.618 127.80
1.000 127.60
1.618 127.27
2.618 126.74
4.250 125.88
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 128.40 128.36
PP 128.37 128.34
S1 128.35 128.33

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

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