Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 127.65 127.25 -0.40 -0.3% 128.80
High 127.79 128.18 0.39 0.3% 129.17
Low 127.32 127.13 -0.19 -0.1% 127.31
Close 127.41 127.94 0.53 0.4% 127.41
Range 0.47 1.05 0.58 123.4% 1.86
ATR 0.84 0.85 0.02 1.8% 0.00
Volume 0 792,659 792,659 3,018,412
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.90 130.47 128.52
R3 129.85 129.42 128.23
R2 128.80 128.80 128.13
R1 128.37 128.37 128.04 128.59
PP 127.75 127.75 127.75 127.86
S1 127.32 127.32 127.84 127.54
S2 126.70 126.70 127.75
S3 125.65 126.27 127.65
S4 124.60 125.22 127.36
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.54 132.34 128.43
R3 131.68 130.48 127.92
R2 129.82 129.82 127.75
R1 128.62 128.62 127.58 128.29
PP 127.96 127.96 127.96 127.80
S1 126.76 126.76 127.24 126.43
S2 126.10 126.10 127.07
S3 124.24 124.90 126.90
S4 122.38 123.04 126.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.89 127.13 1.76 1.4% 0.78 0.6% 46% False True 597,544
10 130.95 127.13 3.82 3.0% 0.91 0.7% 21% False True 704,014
20 130.95 127.13 3.82 3.0% 0.82 0.6% 21% False True 730,439
40 132.36 127.13 5.23 4.1% 0.76 0.6% 15% False True 672,257
60 133.29 127.13 6.16 4.8% 0.81 0.6% 13% False True 731,970
80 133.29 127.00 6.29 4.9% 0.78 0.6% 15% False False 551,273
100 133.29 126.01 7.28 5.7% 0.73 0.6% 27% False False 441,056
120 133.29 125.81 7.48 5.8% 0.68 0.5% 28% False False 367,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132.64
2.618 130.93
1.618 129.88
1.000 129.23
0.618 128.83
HIGH 128.18
0.618 127.78
0.500 127.66
0.382 127.53
LOW 127.13
0.618 126.48
1.000 126.08
1.618 125.43
2.618 124.38
4.250 122.67
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 127.85 127.85
PP 127.75 127.75
S1 127.66 127.66

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

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