Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 129.52 130.05 0.53 0.4% 128.61
High 130.05 130.81 0.76 0.6% 130.05
Low 129.51 129.92 0.41 0.3% 128.41
Close 130.00 130.59 0.59 0.5% 130.00
Range 0.54 0.89 0.35 64.8% 1.64
ATR 0.58 0.61 0.02 3.7% 0.00
Volume 1,409 7,379 5,970 423.7% 9,023
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.11 132.74 131.08
R3 132.22 131.85 130.83
R2 131.33 131.33 130.75
R1 130.96 130.96 130.67 131.15
PP 130.44 130.44 130.44 130.53
S1 130.07 130.07 130.51 130.26
S2 129.55 129.55 130.43
S3 128.66 129.18 130.35
S4 127.77 128.29 130.10
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.41 133.84 130.90
R3 132.77 132.20 130.45
R2 131.13 131.13 130.30
R1 130.56 130.56 130.15 130.85
PP 129.49 129.49 129.49 129.63
S1 128.92 128.92 129.85 129.21
S2 127.85 127.85 129.70
S3 126.21 127.28 129.55
S4 124.57 125.64 129.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.81 128.41 2.40 1.8% 0.65 0.5% 91% True False 3,076
10 130.81 127.00 3.81 2.9% 0.58 0.4% 94% True False 2,514
20 130.81 126.01 4.80 3.7% 0.55 0.4% 95% True False 1,345
40 130.81 126.01 4.80 3.7% 0.50 0.4% 95% True False 748
60 130.81 125.81 5.00 3.8% 0.43 0.3% 96% True False 556
80 130.81 123.43 7.38 5.7% 0.32 0.2% 97% True False 507
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 0.08
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 134.59
2.618 133.14
1.618 132.25
1.000 131.70
0.618 131.36
HIGH 130.81
0.618 130.47
0.500 130.37
0.382 130.26
LOW 129.92
0.618 129.37
1.000 129.03
1.618 128.48
2.618 127.59
4.250 126.14
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 130.52 130.45
PP 130.44 130.30
S1 130.37 130.16

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

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