Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 25-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 25-Nov-2010 Change Change % Previous Week
Open 128.13 126.97 -1.16 -0.9% 128.66
High 128.13 126.97 -1.16 -0.9% 128.66
Low 128.13 126.97 -1.16 -0.9% 126.75
Close 126.97 126.54 -0.43 -0.3% 126.66
Range
ATR 0.17 0.16 -0.01 -7.1% 0.00
Volume 61 158 97 159.0% 501
Daily Pivots for day following 25-Nov-2010
Classic Woodie Camarilla DeMark
R4 126.83 126.68 126.54
R3 126.83 126.68 126.54
R2 126.83 126.83 126.54
R1 126.68 126.68 126.54 126.76
PP 126.83 126.83 126.83 126.86
S1 126.68 126.68 126.54 126.76
S2 126.83 126.83 126.54
S3 126.83 126.68 126.54
S4 126.83 126.68 126.54
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% -8% False False 118
10 128.66 126.66 2.00 1.6% 0.00 0.0% -6% False False 121
20 129.76 126.66 3.10 2.4% 0.00 0.0% -4% False False 102
40 131.02 126.66 4.36 3.4% 0.00 0.0% -3% False False 144
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
4.250 126.97
2.618 126.97
1.618 126.97
1.000 126.97
0.618 126.97
HIGH 126.97
0.618 126.97
0.500 126.97
0.382 126.97
LOW 126.97
0.618 126.97
1.000 126.97
1.618 126.97
2.618 126.97
4.250 126.97
Fisher Pivots for day following 25-Nov-2010
Pivot 1 day 3 day
R1 126.97 127.55
PP 126.83 127.21
S1 126.68 126.88

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

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