Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 127.23 127.28 0.05 0.0% 127.25
High 127.46 128.05 0.59 0.5% 129.20
Low 126.69 127.18 0.49 0.4% 127.13
Close 127.07 128.02 0.95 0.7% 127.35
Range 0.77 0.87 0.10 13.0% 2.07
ATR 0.91 0.92 0.00 0.5% 0.00
Volume 897,160 1,064,954 167,794 18.7% 2,907,769
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.36 130.06 128.50
R3 129.49 129.19 128.26
R2 128.62 128.62 128.18
R1 128.32 128.32 128.10 128.47
PP 127.75 127.75 127.75 127.83
S1 127.45 127.45 127.94 127.60
S2 126.88 126.88 127.86
S3 126.01 126.58 127.78
S4 125.14 125.71 127.54
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% 1.03 0.8% 53% False False 815,444
10 129.20 126.69 2.51 2.0% 0.90 0.7% 53% False False 706,494
20 130.95 126.69 4.26 3.3% 0.91 0.7% 31% False False 697,710
40 132.36 126.69 5.67 4.4% 0.79 0.6% 23% False False 669,605
60 132.36 126.69 5.67 4.4% 0.82 0.6% 23% False False 770,821
80 133.29 126.69 6.60 5.2% 0.81 0.6% 20% False False 602,116
100 133.29 126.01 7.28 5.7% 0.76 0.6% 28% False False 481,826
120 133.29 125.81 7.48 5.8% 0.70 0.5% 30% False False 401,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.75
2.618 130.33
1.618 129.46
1.000 128.92
0.618 128.59
HIGH 128.05
0.618 127.72
0.500 127.62
0.382 127.51
LOW 127.18
0.618 126.64
1.000 126.31
1.618 125.77
2.618 124.90
4.250 123.48
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 127.89 127.81
PP 127.75 127.59
S1 127.62 127.38

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

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