Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 126.93 126.95 0.02 0.0% 126.51
High 127.19 127.00 -0.19 -0.1% 127.19
Low 126.82 126.66 -0.16 -0.1% 126.01
Close 127.10 126.88 -0.22 -0.2% 127.10
Range 0.37 0.34 -0.03 -8.1% 1.18
ATR 0.57 0.56 -0.01 -1.6% 0.00
Volume 320 76 -244 -76.3% 1,301
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 127.87 127.71 127.07
R3 127.53 127.37 126.97
R2 127.19 127.19 126.94
R1 127.03 127.03 126.91 126.94
PP 126.85 126.85 126.85 126.80
S1 126.69 126.69 126.85 126.60
S2 126.51 126.51 126.82
S3 126.17 126.35 126.79
S4 125.83 126.01 126.69
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.31 129.88 127.75
R3 129.13 128.70 127.42
R2 127.95 127.95 127.32
R1 127.52 127.52 127.21 127.74
PP 126.77 126.77 126.77 126.87
S1 126.34 126.34 126.99 126.56
S2 125.59 125.59 126.88
S3 124.41 125.16 126.78
S4 123.23 123.98 126.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.19 126.01 1.18 0.9% 0.45 0.4% 74% False False 249
10 127.93 126.01 1.92 1.5% 0.52 0.4% 45% False False 176
20 128.10 126.01 2.09 1.6% 0.55 0.4% 42% False False 190
40 128.30 125.81 2.49 2.0% 0.49 0.4% 43% False False 187
60 128.30 123.63 4.67 3.7% 0.33 0.3% 70% False False 166
80 128.30 121.98 6.32 5.0% 0.25 0.2% 78% False False 207
Crabel Price Patterns
NR True
NR4 True
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128.45
2.618 127.89
1.618 127.55
1.000 127.34
0.618 127.21
HIGH 127.00
0.618 126.87
0.500 126.83
0.382 126.79
LOW 126.66
0.618 126.45
1.000 126.32
1.618 126.11
2.618 125.77
4.250 125.22
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 126.86 126.79
PP 126.85 126.69
S1 126.83 126.60

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

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