Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 130.45 131.12 0.67 0.5% 130.52
High 130.55 131.12 0.57 0.4% 131.12
Low 130.45 131.12 0.67 0.5% 130.13
Close 130.90 131.37 0.47 0.4% 131.37
Range 0.10 0.00 -0.10 -100.0% 0.99
ATR 0.34 0.33 -0.01 -2.5% 0.00
Volume 107 3 -104 -97.2% 143
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 131.20 131.29 131.37
R3 131.20 131.29 131.37
R2 131.20 131.20 131.37
R1 131.29 131.29 131.37 131.25
PP 131.20 131.20 131.20 131.18
S1 131.29 131.29 131.37 131.25
S2 131.20 131.20 131.37
S3 131.20 131.29 131.37
S4 131.20 131.29 131.37
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 133.84 133.60 131.91
R3 132.85 132.61 131.64
R2 131.86 131.86 131.55
R1 131.62 131.62 131.46 131.74
PP 130.87 130.87 130.87 130.94
S1 130.63 130.63 131.28 130.75
S2 129.88 129.88 131.19
S3 128.89 129.64 131.10
S4 127.90 128.65 130.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.12 130.13 0.99 0.8% 0.02 0.0% 125% True False 28
10 131.12 128.56 2.56 1.9% 0.08 0.1% 110% True False 18
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.12
2.618 131.12
1.618 131.12
1.000 131.12
0.618 131.12
HIGH 131.12
0.618 131.12
0.500 131.12
0.382 131.12
LOW 131.12
0.618 131.12
1.000 131.12
1.618 131.12
2.618 131.12
4.250 131.12
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 131.29 131.18
PP 131.20 130.98
S1 131.12 130.79

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

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