Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 132.72 131.90 -0.82 -0.6% 133.48
High 132.82 132.40 -0.42 -0.3% 134.77
Low 131.73 131.86 0.13 0.1% 131.73
Close 132.00 132.16 0.16 0.1% 132.00
Range 1.09 0.54 -0.55 -50.5% 3.04
ATR 0.86 0.84 -0.02 -2.7% 0.00
Volume 1,476,627 838,816 -637,811 -43.2% 5,184,747
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 133.76 133.50 132.46
R3 133.22 132.96 132.31
R2 132.68 132.68 132.26
R1 132.42 132.42 132.21 132.55
PP 132.14 132.14 132.14 132.21
S1 131.88 131.88 132.11 132.01
S2 131.60 131.60 132.06
S3 131.06 131.34 132.01
S4 130.52 130.80 131.86
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 141.95 140.02 133.67
R3 138.91 136.98 132.84
R2 135.87 135.87 132.56
R1 133.94 133.94 132.28 133.39
PP 132.83 132.83 132.83 132.56
S1 130.90 130.90 131.72 130.35
S2 129.79 129.79 131.44
S3 126.75 127.86 131.16
S4 123.71 124.82 130.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.77 131.73 3.04 2.3% 0.88 0.7% 14% False False 1,204,712
10 134.77 131.73 3.04 2.3% 1.00 0.8% 14% False False 1,035,098
20 134.77 129.81 4.96 3.8% 0.83 0.6% 47% False False 840,205
40 134.77 127.37 7.40 5.6% 0.75 0.6% 65% False False 763,855
60 134.77 127.12 7.65 5.8% 0.72 0.5% 66% False False 754,479
80 134.77 125.64 9.13 6.9% 0.74 0.6% 71% False False 644,750
100 134.77 122.75 12.02 9.1% 0.75 0.6% 78% False False 516,148
120 134.77 121.60 13.17 10.0% 0.68 0.5% 80% False False 430,157
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134.70
2.618 133.81
1.618 133.27
1.000 132.94
0.618 132.73
HIGH 132.40
0.618 132.19
0.500 132.13
0.382 132.07
LOW 131.86
0.618 131.53
1.000 131.32
1.618 130.99
2.618 130.45
4.250 129.57
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 132.15 132.58
PP 132.14 132.44
S1 132.13 132.30

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

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