Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 128.27 127.37 -0.90 -0.7% 128.98
High 128.41 127.63 -0.78 -0.6% 129.14
Low 127.54 127.12 -0.42 -0.3% 127.54
Close 127.67 127.40 -0.27 -0.2% 127.67
Range 0.87 0.51 -0.36 -41.4% 1.60
ATR 0.83 0.81 -0.02 -2.4% 0.00
Volume 711,625 644,907 -66,718 -9.4% 4,196,023
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 128.91 128.67 127.68
R3 128.40 128.16 127.54
R2 127.89 127.89 127.49
R1 127.65 127.65 127.45 127.77
PP 127.38 127.38 127.38 127.45
S1 127.14 127.14 127.35 127.26
S2 126.87 126.87 127.31
S3 126.36 126.63 127.26
S4 125.85 126.12 127.12
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
5 129.14 127.12 2.02 1.6% 0.78 0.6% 14% False True 837,024
10 129.93 127.12 2.81 2.2% 0.79 0.6% 10% False True 829,294
20 129.93 127.12 2.81 2.2% 0.74 0.6% 10% False True 555,674
40 129.93 123.61 6.32 5.0% 0.84 0.7% 60% False False 279,479
60 129.93 121.60 8.33 6.5% 0.69 0.5% 70% False False 186,500
80 129.93 121.50 8.43 6.6% 0.60 0.5% 70% False False 139,902
100 129.93 120.76 9.17 7.2% 0.48 0.4% 72% False False 111,947
120 129.93 119.39 10.54 8.3% 0.40 0.3% 76% False False 93,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 129.80
2.618 128.97
1.618 128.46
1.000 128.14
0.618 127.95
HIGH 127.63
0.618 127.44
0.500 127.38
0.382 127.31
LOW 127.12
0.618 126.80
1.000 126.61
1.618 126.29
2.618 125.78
4.250 124.95
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 127.39 127.83
PP 127.38 127.69
S1 127.38 127.54

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

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