Euro Bund Future June 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 127.19 128.13 0.94 0.7% 128.66
High 127.19 128.13 0.94 0.7% 128.66
Low 127.19 128.13 0.94 0.7% 126.75
Close 128.13 126.97 -1.16 -0.9% 126.66
Range
ATR 0.18 0.17 -0.01 -7.1% 0.00
Volume 61 61 0 0.0% 501
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 127.74 127.36 126.97
R3 127.74 127.36 126.97
R2 127.74 127.74 126.97
R1 127.36 127.36 126.97 127.55
PP 127.74 127.74 127.74 127.84
S1 127.36 127.36 126.97 127.55
S2 127.74 127.74 126.97
S3 127.74 127.36 126.97
S4 127.74 127.36 126.97
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 133.09 131.78 127.71
R3 131.18 129.87 127.19
R2 129.27 129.27 127.01
R1 127.96 127.96 126.84 127.66
PP 127.36 127.36 127.36 127.21
S1 126.05 126.05 126.48 125.75
S2 125.45 125.45 126.31
S3 123.54 124.14 126.13
S4 121.63 122.23 125.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.13 126.66 1.47 1.2% 0.00 0.0% 21% True False 86
10 129.43 126.66 2.77 2.2% 0.00 0.0% 11% False False 121
20 129.76 126.66 3.10 2.4% 0.00 0.0% 10% False False 96
40 131.02 126.66 4.36 3.4% 0.00 0.0% 7% False False 140
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
4.250 128.13
2.618 128.13
1.618 128.13
1.000 128.13
0.618 128.13
HIGH 128.13
0.618 128.13
0.500 128.13
0.382 128.13
LOW 128.13
0.618 128.13
1.000 128.13
1.618 128.13
2.618 128.13
4.250 128.13
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 128.13 127.40
PP 127.74 127.25
S1 127.36 127.11

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

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