Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	126.16	127.02	0.86	0.7%	127.50
High	126.90	127.15	0.25	0.2%	127.54
Low	126.09	126.99	0.90	0.7%	126.15
Close	126.62	127.14	0.52	0.4%	126.17
Range	0.81	0.16	-0.65	-80.2%	1.39
ATR	0.51	0.52	0.00	0.2%	0.00
Volume	262	190	-72	-27.5%	2,337

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.57	127.52	127.23
R3	127.41	127.36	127.18
R2	127.25	127.25	127.17
R1	127.20	127.20	127.15	127.23
PP	127.09	127.09	127.09	127.11
S1	127.04	127.04	127.13	127.07
S2	126.93	126.93	127.11
S3	126.77	126.88	127.10
S4	126.61	126.72	127.05

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.79	129.87	126.93
R3	129.40	128.48	126.55
R2	128.01	128.01	126.42
R1	127.09	127.09	126.30	126.86
PP	126.62	126.62	126.62	126.50
S1	125.70	125.70	126.04	125.47
S2	125.23	125.23	125.92
S3	123.84	124.31	125.79
S4	122.45	122.92	125.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.15	125.81	1.34	1.1%	0.44	0.3%	99%	True	False	280
10	127.74	125.81	1.93	1.5%	0.53	0.4%	69%	False	False	311
20	128.20	125.81	2.39	1.9%	0.32	0.2%	56%	False	False	191
40	128.20	123.43	4.77	3.8%	0.17	0.1%	78%	False	False	235

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	0.05
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	127.83
2.618	127.57
1.618	127.41
1.000	127.31
0.618	127.25
HIGH	127.15
0.618	127.09
0.500	127.07
0.382	127.05
LOW	126.99
0.618	126.89
1.000	126.83
1.618	126.73
2.618	126.57
4.250	126.31

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	127.12	126.92
PP	127.09	126.70
S1	127.07	126.48

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols