Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 125.47 125.82 0.35 0.3% 123.49
High 125.47 125.82 0.35 0.3% 124.43
Low 125.47 125.82 0.35 0.3% 123.49
Close 125.47 126.06 0.59 0.5% 124.43
Range
ATR 0.35 0.35 0.00 0.1% 0.00
Volume 249 51 -198 -79.5% 1,180
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 125.90 125.98 126.06
R3 125.90 125.98 126.06
R2 125.90 125.90 126.06
R1 125.98 125.98 126.06 125.94
PP 125.90 125.90 125.90 125.88
S1 125.98 125.98 126.06 125.94
S2 125.90 125.90 126.06
S3 125.90 125.98 126.06
S4 125.90 125.98 126.06
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 126.94 126.62 124.95
R3 126.00 125.68 124.69
R2 125.06 125.06 124.60
R1 124.74 124.74 124.52 124.90
PP 124.12 124.12 124.12 124.20
S1 123.80 123.80 124.34 123.96
S2 123.18 123.18 124.26
S3 122.24 122.86 124.17
S4 121.30 121.92 123.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.82 124.43 1.39 1.1% 0.00 0.0% 117% True False 137
10 125.82 123.49 2.33 1.8% 0.02 0.0% 110% True False 185
20 125.82 122.97 2.85 2.3% 0.02 0.0% 108% True False 373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.00
Fibonacci Retracements and Extensions
4.250 125.82
2.618 125.82
1.618 125.82
1.000 125.82
0.618 125.82
HIGH 125.82
0.618 125.82
0.500 125.82
0.382 125.82
LOW 125.82
0.618 125.82
1.000 125.82
1.618 125.82
2.618 125.82
4.250 125.82
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 125.98 125.80
PP 125.90 125.55
S1 125.82 125.29

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

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