Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 131.70 132.25 0.55 0.4% 130.52
High 132.25 133.07 0.82 0.6% 131.12
Low 131.70 132.25 0.55 0.4% 130.13
Close 132.41 132.72 0.31 0.2% 131.37
Range 0.55 0.82 0.27 49.1% 0.99
ATR 0.37 0.40 0.03 8.7% 0.00
Volume 162 208 46 28.4% 143
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 135.14 134.75 133.17
R3 134.32 133.93 132.95
R2 133.50 133.50 132.87
R1 133.11 133.11 132.80 133.31
PP 132.68 132.68 132.68 132.78
S1 132.29 132.29 132.64 132.49
S2 131.86 131.86 132.57
S3 131.04 131.47 132.49
S4 130.22 130.65 132.27
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
5 133.07 130.45 2.62 2.0% 0.31 0.2% 87% True False 96
10 133.07 129.55 3.52 2.7% 0.20 0.2% 90% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 136.56
2.618 135.22
1.618 134.40
1.000 133.89
0.618 133.58
HIGH 133.07
0.618 132.76
0.500 132.66
0.382 132.56
LOW 132.25
0.618 131.74
1.000 131.43
1.618 130.92
2.618 130.10
4.250 128.77
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 132.70 132.52
PP 132.68 132.32
S1 132.66 132.13

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

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