Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 127.48 127.23 -0.25 -0.2% 127.25
High 128.07 127.46 -0.61 -0.5% 129.20
Low 127.16 126.69 -0.47 -0.4% 127.13
Close 127.35 127.07 -0.28 -0.2% 127.35
Range 0.91 0.77 -0.14 -15.4% 2.07
ATR 0.92 0.91 -0.01 -1.2% 0.00
Volume 783,939 897,160 113,221 14.4% 2,907,769
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 129.38 129.00 127.49
R3 128.61 128.23 127.28
R2 127.84 127.84 127.21
R1 127.46 127.46 127.14 127.27
PP 127.07 127.07 127.07 126.98
S1 126.69 126.69 127.00 126.50
S2 126.30 126.30 126.93
S3 125.53 125.92 126.86
S4 124.76 125.15 126.65
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.10 132.80 128.49
R3 132.03 130.73 127.92
R2 129.96 129.96 127.73
R1 128.66 128.66 127.54 129.31
PP 127.89 127.89 127.89 128.22
S1 126.59 126.59 127.16 127.24
S2 125.82 125.82 126.97
S3 123.75 124.52 126.78
S4 121.68 122.45 126.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.20 126.69 2.51 2.0% 1.06 0.8% 15% False True 760,985
10 129.20 126.69 2.51 2.0% 0.90 0.7% 15% False True 682,334
20 130.95 126.69 4.26 3.4% 0.91 0.7% 9% False True 686,459
40 132.36 126.69 5.67 4.5% 0.78 0.6% 7% False True 660,067
60 132.36 126.69 5.67 4.5% 0.81 0.6% 7% False True 763,409
80 133.29 126.69 6.60 5.2% 0.80 0.6% 6% False True 588,817
100 133.29 126.01 7.28 5.7% 0.76 0.6% 15% False False 471,177
120 133.29 125.81 7.48 5.9% 0.70 0.6% 17% False False 392,679
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 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130.73
2.618 129.48
1.618 128.71
1.000 128.23
0.618 127.94
HIGH 127.46
0.618 127.17
0.500 127.08
0.382 126.98
LOW 126.69
0.618 126.21
1.000 125.92
1.618 125.44
2.618 124.67
4.250 123.42
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 127.08 127.95
PP 127.07 127.65
S1 127.07 127.36

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

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