Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 127.30 127.05 -0.25 -0.2% 127.10
High 127.89 127.27 -0.62 -0.5% 129.14
Low 126.99 126.49 -0.50 -0.4% 126.99
Close 127.17 126.86 -0.31 -0.2% 127.17
Range 0.90 0.78 -0.12 -13.3% 2.15
ATR 0.87 0.87 -0.01 -0.8% 0.00
Volume 17,110 43,415 26,305 153.7% 72,162
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 129.21 128.82 127.29
R3 128.43 128.04 127.07
R2 127.65 127.65 127.00
R1 127.26 127.26 126.93 127.07
PP 126.87 126.87 126.87 126.78
S1 126.48 126.48 126.79 126.29
S2 126.09 126.09 126.72
S3 125.31 125.70 126.65
S4 124.53 124.92 126.43
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.22 132.84 128.35
R3 132.07 130.69 127.76
R2 129.92 129.92 127.56
R1 128.54 128.54 127.37 129.23
PP 127.77 127.77 127.77 128.11
S1 126.39 126.39 126.97 127.08
S2 125.62 125.62 126.78
S3 123.47 124.24 126.58
S4 121.32 122.09 125.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.14 126.49 2.65 2.1% 1.01 0.8% 14% False True 20,959
10 129.14 126.49 2.65 2.1% 0.87 0.7% 14% False True 14,079
20 131.05 126.49 4.56 3.6% 0.86 0.7% 8% False True 8,171
40 132.49 126.49 6.00 4.7% 0.69 0.5% 6% False True 4,446
60 132.49 126.49 6.00 4.7% 0.70 0.6% 6% False True 3,108
80 133.16 126.49 6.67 5.3% 0.60 0.5% 6% False True 2,408
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.59
2.618 129.31
1.618 128.53
1.000 128.05
0.618 127.75
HIGH 127.27
0.618 126.97
0.500 126.88
0.382 126.79
LOW 126.49
0.618 126.01
1.000 125.71
1.618 125.23
2.618 124.45
4.250 123.18
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 126.88 127.19
PP 126.87 127.08
S1 126.87 126.97

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

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