Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 132.71 131.86 -0.85 -0.6% 131.26
High 132.89 131.96 -0.93 -0.7% 133.25
Low 131.55 130.96 -0.59 -0.4% 131.14
Close 131.76 131.25 -0.51 -0.4% 132.21
Range 1.34 1.00 -0.34 -25.4% 2.11
ATR 0.78 0.80 0.02 2.0% 0.00
Volume 210,283 285,144 74,861 35.6% 87,605
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.39 133.82 131.80
R3 133.39 132.82 131.53
R2 132.39 132.39 131.43
R1 131.82 131.82 131.34 131.61
PP 131.39 131.39 131.39 131.28
S1 130.82 130.82 131.16 130.61
S2 130.39 130.39 131.07
S3 129.39 129.82 130.98
S4 128.39 128.82 130.70
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 138.53 137.48 133.37
R3 136.42 135.37 132.79
R2 134.31 134.31 132.60
R1 133.26 133.26 132.40 133.79
PP 132.20 132.20 132.20 132.46
S1 131.15 131.15 132.02 131.68
S2 130.09 130.09 131.82
S3 127.98 129.04 131.63
S4 125.87 126.93 131.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.29 130.96 2.33 1.8% 0.99 0.8% 12% False True 119,566
10 133.29 130.94 2.35 1.8% 0.90 0.7% 13% False False 65,916
20 133.29 128.05 5.24 4.0% 0.75 0.6% 61% False False 35,614
40 133.29 126.01 7.28 5.5% 0.65 0.5% 72% False False 18,104
60 133.29 125.81 7.48 5.7% 0.58 0.4% 73% False False 12,131
80 133.29 124.43 8.86 6.8% 0.46 0.3% 77% False False 9,119
100 133.29 122.50 10.79 8.2% 0.37 0.3% 81% False False 7,368
Crabel Price Patterns
NR True
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.21
2.618 134.58
1.618 133.58
1.000 132.96
0.618 132.58
HIGH 131.96
0.618 131.58
0.500 131.46
0.382 131.34
LOW 130.96
0.618 130.34
1.000 129.96
1.618 129.34
2.618 128.34
4.250 126.71
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 131.46 132.13
PP 131.39 131.83
S1 131.32 131.54

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

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