Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 129.50 129.76 0.26 0.2% 128.68
High 129.50 129.76 0.26 0.2% 129.50
Low 129.50 129.76 0.26 0.2% 128.68
Close 129.50 129.76 0.26 0.2% 129.50
Range
ATR 0.31 0.31 0.00 -1.1% 0.00
Volume 4 120 116 2,900.0% 277
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 129.76 129.76 129.76
R3 129.76 129.76 129.76
R2 129.76 129.76 129.76
R1 129.76 129.76 129.76 129.76
PP 129.76 129.76 129.76 129.76
S1 129.76 129.76 129.76 129.76
S2 129.76 129.76 129.76
S3 129.76 129.76 129.76
S4 129.76 129.76 129.76
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 131.69 131.41 129.95
R3 130.87 130.59 129.73
R2 130.05 130.05 129.65
R1 129.77 129.77 129.58 129.91
PP 129.23 129.23 129.23 129.30
S1 128.95 128.95 129.42 129.09
S2 128.41 128.41 129.35
S3 127.59 128.13 129.27
S4 126.77 127.31 129.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.76 128.78 0.98 0.8% 0.00 0.0% 100% True False 67
10 129.76 127.79 1.97 1.5% 0.00 0.0% 100% True False 207
20 131.01 127.79 3.22 2.5% 0.00 0.0% 61% False False 195
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 129.76
2.618 129.76
1.618 129.76
1.000 129.76
0.618 129.76
HIGH 129.76
0.618 129.76
0.500 129.76
0.382 129.76
LOW 129.76
0.618 129.76
1.000 129.76
1.618 129.76
2.618 129.76
4.250 129.76
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 129.76 129.71
PP 129.76 129.65
S1 129.76 129.60

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

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