Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 126.02 125.44 -0.58 -0.5% 126.60
High 126.02 125.44 -0.58 -0.5% 127.27
Low 126.02 125.44 -0.58 -0.5% 126.02
Close 125.44 125.82 0.38 0.3% 125.44
Range
ATR 0.12 0.11 -0.01 -7.1% 0.00
Volume 7 7 0 0.0% 355
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.57 125.69 125.82
R3 125.57 125.69 125.82
R2 125.57 125.57 125.82
R1 125.69 125.69 125.82 125.63
PP 125.57 125.57 125.57 125.54
S1 125.69 125.69 125.82 125.63
S2 125.57 125.57 125.82
S3 125.57 125.69 125.82
S4 125.57 125.69 125.82
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.99 128.97 126.13
R3 128.74 127.72 125.78
R2 127.49 127.49 125.67
R1 126.47 126.47 125.55 126.36
PP 126.24 126.24 126.24 126.19
S1 125.22 125.22 125.33 125.11
S2 124.99 124.99 125.21
S3 123.74 123.97 125.10
S4 122.49 122.72 124.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.27 125.44 1.83 1.5% 0.00 0.0% 21% False True 65
10 128.13 125.44 2.69 2.1% 0.00 0.0% 14% False True 67
20 129.61 125.44 4.17 3.3% 0.00 0.0% 9% False True 98
40 131.01 125.44 5.57 4.4% 0.00 0.0% 7% False True 147
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
4.250 125.44
2.618 125.44
1.618 125.44
1.000 125.44
0.618 125.44
HIGH 125.44
0.618 125.44
0.500 125.44
0.382 125.44
LOW 125.44
0.618 125.44
1.000 125.44
1.618 125.44
2.618 125.44
4.250 125.44
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 125.69 125.86
PP 125.57 125.84
S1 125.44 125.83

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

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