Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 124.15 125.15 1.00 0.8% 123.06
High 124.15 125.35 1.20 1.0% 124.15
Low 124.15 125.15 1.00 0.8% 123.06
Close 124.55 125.21 0.66 0.5% 123.85
Range 0.00 0.20 0.20 1.09
ATR 0.26 0.30 0.04 14.7% 0.00
Volume 197 53 -144 -73.1% 3,506
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 125.84 125.72 125.32
R3 125.64 125.52 125.27
R2 125.44 125.44 125.25
R1 125.32 125.32 125.23 125.38
PP 125.24 125.24 125.24 125.27
S1 125.12 125.12 125.19 125.18
S2 125.04 125.04 125.17
S3 124.84 124.92 125.16
S4 124.64 124.72 125.10
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 126.96 126.49 124.45
R3 125.87 125.40 124.15
R2 124.78 124.78 124.05
R1 124.31 124.31 123.95 124.55
PP 123.69 123.69 123.69 123.80
S1 123.22 123.22 123.75 123.46
S2 122.60 122.60 123.65
S3 121.51 122.13 123.55
S4 120.42 121.04 123.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.35 123.50 1.85 1.5% 0.04 0.0% 92% True False 544
10 125.35 122.97 2.38 1.9% 0.02 0.0% 94% True False 561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 126.20
2.618 125.87
1.618 125.67
1.000 125.55
0.618 125.47
HIGH 125.35
0.618 125.27
0.500 125.25
0.382 125.23
LOW 125.15
0.618 125.03
1.000 124.95
1.618 124.83
2.618 124.63
4.250 124.30
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 125.25 125.03
PP 125.24 124.86
S1 125.22 124.68

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

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