Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 128.40 128.27 -0.13 -0.1% 128.98
High 128.54 128.41 -0.13 -0.1% 129.14
Low 127.89 127.54 -0.35 -0.3% 127.54
Close 128.36 127.67 -0.69 -0.5% 127.67
Range 0.65 0.87 0.22 33.8% 1.60
ATR 0.83 0.83 0.00 0.4% 0.00
Volume 1,007,382 711,625 -295,757 -29.4% 4,196,023
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 130.48 129.95 128.15
R3 129.61 129.08 127.91
R2 128.74 128.74 127.83
R1 128.21 128.21 127.75 128.04
PP 127.87 127.87 127.87 127.79
S1 127.34 127.34 127.59 127.17
S2 127.00 127.00 127.51
S3 126.13 126.47 127.43
S4 125.26 125.60 127.19
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 132.92 131.89 128.55
R3 131.32 130.29 128.11
R2 129.72 129.72 127.96
R1 128.69 128.69 127.82 128.41
PP 128.12 128.12 128.12 127.97
S1 127.09 127.09 127.52 126.81
S2 126.52 126.52 127.38
S3 124.92 125.49 127.23
S4 123.32 123.89 126.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.14 127.54 1.60 1.3% 0.80 0.6% 8% False True 839,204
10 129.93 127.54 2.39 1.9% 0.78 0.6% 5% False True 851,134
20 129.93 127.54 2.39 1.9% 0.74 0.6% 5% False True 523,559
40 129.93 123.16 6.77 5.3% 0.84 0.7% 67% False False 263,411
60 129.93 121.60 8.33 6.5% 0.69 0.5% 73% False False 175,756
80 129.93 121.50 8.43 6.6% 0.59 0.5% 73% False False 131,840
100 129.93 120.76 9.17 7.2% 0.47 0.4% 75% False False 105,508
120 129.93 119.39 10.54 8.3% 0.40 0.3% 79% False False 87,944
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.11
2.618 130.69
1.618 129.82
1.000 129.28
0.618 128.95
HIGH 128.41
0.618 128.08
0.500 127.98
0.382 127.87
LOW 127.54
0.618 127.00
1.000 126.67
1.618 126.13
2.618 125.26
4.250 123.84
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 127.98 128.12
PP 127.87 127.97
S1 127.77 127.82

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

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