Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 129.72 129.55 -0.17 -0.1% 128.56
High 129.72 130.00 0.28 0.2% 130.00
Low 129.72 129.55 -0.17 -0.1% 128.56
Close 129.72 129.96 0.24 0.2% 129.96
Range 0.00 0.45 0.45 1.44
ATR
Volume 10 8 -2 -20.0% 39
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 131.19 131.02 130.21
R3 130.74 130.57 130.08
R2 130.29 130.29 130.04
R1 130.12 130.12 130.00 130.21
PP 129.84 129.84 129.84 129.88
S1 129.67 129.67 129.92 129.76
S2 129.39 129.39 129.88
S3 128.94 129.22 129.84
S4 128.49 128.77 129.71
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.83 133.33 130.75
R3 132.39 131.89 130.36
R2 130.95 130.95 130.22
R1 130.45 130.45 130.09 130.70
PP 129.51 129.51 129.51 129.63
S1 129.01 129.01 129.83 129.26
S2 128.07 128.07 129.70
S3 126.63 127.57 129.56
S4 125.19 126.13 129.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.00 128.56 1.44 1.1% 0.14 0.1% 97% True False 7
10 130.00 126.99 3.01 2.3% 0.07 0.1% 99% True False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 131.91
2.618 131.18
1.618 130.73
1.000 130.45
0.618 130.28
HIGH 130.00
0.618 129.83
0.500 129.78
0.382 129.72
LOW 129.55
0.618 129.27
1.000 129.10
1.618 128.82
2.618 128.37
4.250 127.64
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 129.90 129.90
PP 129.84 129.84
S1 129.78 129.78

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

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