Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 127.00 127.78 0.78 0.6% 126.51
High 127.88 128.03 0.15 0.1% 127.19
Low 127.00 127.71 0.71 0.6% 126.01
Close 127.65 127.80 0.15 0.1% 127.10
Range 0.88 0.32 -0.56 -63.6% 1.18
ATR 0.59 0.57 -0.01 -2.5% 0.00
Volume 5,281 2,131 -3,150 -59.6% 1,301
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 128.81 128.62 127.98
R3 128.49 128.30 127.89
R2 128.17 128.17 127.86
R1 127.98 127.98 127.83 128.08
PP 127.85 127.85 127.85 127.89
S1 127.66 127.66 127.77 127.76
S2 127.53 127.53 127.74
S3 127.21 127.34 127.71
S4 126.89 127.02 127.62
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
5 128.03 126.01 2.02 1.6% 0.54 0.4% 89% True False 1,661
10 128.03 126.01 2.02 1.6% 0.57 0.4% 89% True False 884
20 128.03 126.01 2.02 1.6% 0.57 0.4% 89% True False 555
40 128.30 125.81 2.49 1.9% 0.50 0.4% 80% False False 371
60 128.30 123.76 4.54 3.6% 0.35 0.3% 89% False False 279
80 128.30 122.19 6.11 4.8% 0.27 0.2% 92% False False 298
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 129.39
2.618 128.87
1.618 128.55
1.000 128.35
0.618 128.23
HIGH 128.03
0.618 127.91
0.500 127.87
0.382 127.83
LOW 127.71
0.618 127.51
1.000 127.39
1.618 127.19
2.618 126.87
4.250 126.35
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 127.87 127.65
PP 127.85 127.50
S1 127.82 127.35

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

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