Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	129.30	129.81	0.51	0.4%	129.94
High	130.08	129.81	-0.27	-0.2%	130.75
Low	129.07	129.26	0.19	0.1%	129.07
Close	129.73	129.33	-0.40	-0.3%	129.73
Range	1.01	0.55	-0.46	-45.5%	1.68
ATR	0.67	0.66	-0.01	-1.3%	0.00
Volume	227	38	-189	-83.3%	1,333

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.12	130.77	129.63
R3	130.57	130.22	129.48
R2	130.02	130.02	129.43
R1	129.67	129.67	129.38	129.57
PP	129.47	129.47	129.47	129.42
S1	129.12	129.12	129.28	129.02
S2	128.92	128.92	129.23
S3	128.37	128.57	129.18
S4	127.82	128.02	129.03

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.89	133.99	130.65
R3	133.21	132.31	130.19
R2	131.53	131.53	130.04
R1	130.63	130.63	129.88	130.24
PP	129.85	129.85	129.85	129.66
S1	128.95	128.95	129.58	128.56
S2	128.17	128.17	129.42
S3	126.49	127.27	129.27
S4	124.81	125.59	128.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.75	129.07	1.68	1.3%	0.67	0.5%	15%	False	False	245
10	132.06	129.07	2.99	2.3%	0.72	0.6%	9%	False	False	342
20	133.16	129.07	4.09	3.2%	0.61	0.5%	6%	False	False	471

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	0.11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132.15
2.618	131.25
1.618	130.70
1.000	130.36
0.618	130.15
HIGH	129.81
0.618	129.60
0.500	129.54
0.382	129.47
LOW	129.26
0.618	128.92
1.000	128.71
1.618	128.37
2.618	127.82
4.250	126.92

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	129.54	129.58
PP	129.47	129.49
S1	129.40	129.41

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols