Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 128.11 128.63 0.52 0.4% 128.89
High 128.88 129.14 0.26 0.2% 129.04
Low 128.00 127.33 -0.67 -0.5% 127.20
Close 128.82 127.56 -1.26 -1.0% 127.26
Range 0.88 1.81 0.93 105.7% 1.84
ATR 0.81 0.88 0.07 8.8% 0.00
Volume 14,390 21,555 7,165 49.8% 28,209
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.44 132.31 128.56
R3 131.63 130.50 128.06
R2 129.82 129.82 127.89
R1 128.69 128.69 127.73 128.35
PP 128.01 128.01 128.01 127.84
S1 126.88 126.88 127.39 126.54
S2 126.20 126.20 127.23
S3 124.39 125.07 127.06
S4 122.58 123.26 126.56
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.35 132.15 128.27
R3 131.51 130.31 127.77
R2 129.67 129.67 127.60
R1 128.47 128.47 127.43 128.15
PP 127.83 127.83 127.83 127.68
S1 126.63 126.63 127.09 126.31
S2 125.99 125.99 126.92
S3 124.15 124.79 126.75
S4 122.31 122.95 126.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.14 127.00 2.14 1.7% 0.99 0.8% 26% True False 12,010
10 130.70 127.00 3.70 2.9% 0.93 0.7% 15% False False 8,069
20 131.05 127.00 4.05 3.2% 0.82 0.6% 14% False False 4,810
40 132.49 127.00 5.49 4.3% 0.68 0.5% 10% False False 2,801
60 132.49 127.00 5.49 4.3% 0.69 0.5% 10% False False 2,046
80 133.16 127.00 6.16 4.8% 0.57 0.4% 9% False False 1,548
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 0.17
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 136.83
2.618 133.88
1.618 132.07
1.000 130.95
0.618 130.26
HIGH 129.14
0.618 128.45
0.500 128.24
0.382 128.02
LOW 127.33
0.618 126.21
1.000 125.52
1.618 124.40
2.618 122.59
4.250 119.64
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 128.24 128.07
PP 128.01 127.90
S1 127.79 127.73

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

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