Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 132.25 132.44 0.19 0.1% 130.52
High 133.07 132.44 -0.63 -0.5% 131.12
Low 132.25 132.44 0.19 0.1% 130.13
Close 132.72 132.44 -0.28 -0.2% 131.37
Range 0.82 0.00 -0.82 -100.0% 0.99
ATR 0.40 0.39 -0.01 -2.2% 0.00
Volume 208 208 0 0.0% 143
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 132.44 132.44 132.44
R3 132.44 132.44 132.44
R2 132.44 132.44 132.44
R1 132.44 132.44 132.44 132.44
PP 132.44 132.44 132.44 132.44
S1 132.44 132.44 132.44 132.44
S2 132.44 132.44 132.44
S3 132.44 132.44 132.44
S4 132.44 132.44 132.44
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
5 133.07 131.12 1.95 1.5% 0.29 0.2% 68% False False 116
10 133.07 129.55 3.52 2.7% 0.20 0.2% 82% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.44
2.618 132.44
1.618 132.44
1.000 132.44
0.618 132.44
HIGH 132.44
0.618 132.44
0.500 132.44
0.382 132.44
LOW 132.44
0.618 132.44
1.000 132.44
1.618 132.44
2.618 132.44
4.250 132.44
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 132.44 132.42
PP 132.44 132.40
S1 132.44 132.39

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

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