Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 127.25 128.23 0.98 0.8% 128.80
High 128.18 128.94 0.76 0.6% 129.17
Low 127.13 128.08 0.95 0.7% 127.31
Close 127.94 128.88 0.94 0.7% 127.41
Range 1.05 0.86 -0.19 -18.1% 1.86
ATR 0.85 0.86 0.01 1.2% 0.00
Volume 792,659 0 -792,659 -100.0% 3,018,412
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 131.21 130.91 129.35
R3 130.35 130.05 129.12
R2 129.49 129.49 129.04
R1 129.19 129.19 128.96 129.34
PP 128.63 128.63 128.63 128.71
S1 128.33 128.33 128.80 128.48
S2 127.77 127.77 128.72
S3 126.91 127.47 128.64
S4 126.05 126.61 128.41
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
5 128.94 127.13 1.81 1.4% 0.77 0.6% 97% True False 597,544
10 130.68 127.13 3.55 2.8% 0.88 0.7% 49% False False 601,984
20 130.95 127.13 3.82 3.0% 0.84 0.6% 46% False False 687,585
40 132.36 127.13 5.23 4.1% 0.76 0.6% 33% False False 672,257
60 132.89 127.13 5.76 4.5% 0.81 0.6% 30% False False 731,279
80 133.29 127.13 6.16 4.8% 0.78 0.6% 28% False False 551,207
100 133.29 126.01 7.28 5.6% 0.74 0.6% 39% False False 441,055
120 133.29 125.81 7.48 5.8% 0.69 0.5% 41% False False 367,577
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.60
2.618 131.19
1.618 130.33
1.000 129.80
0.618 129.47
HIGH 128.94
0.618 128.61
0.500 128.51
0.382 128.41
LOW 128.08
0.618 127.55
1.000 127.22
1.618 126.69
2.618 125.83
4.250 124.43
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 128.76 128.60
PP 128.63 128.32
S1 128.51 128.04

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

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