Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
21-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 121.95 122.90 0.95 0.8% 121.07
High 122.40 122.91 0.51 0.4% 122.41
Low 121.89 122.50 0.61 0.5% 121.00
Close 122.31 122.70 0.39 0.3% 121.65
Range 0.51 0.41 -0.10 -19.6% 1.41
ATR 0.57 0.57 0.00 0.4% 0.00
Volume 7,635 13,012 5,377 70.4% 34,105
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.93 123.73 122.93
R3 123.52 123.32 122.81
R2 123.11 123.11 122.78
R1 122.91 122.91 122.74 122.81
PP 122.70 122.70 122.70 122.65
S1 122.50 122.50 122.66 122.40
S2 122.29 122.29 122.62
S3 121.88 122.09 122.59
S4 121.47 121.68 122.47
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.92 125.19 122.43
R3 124.51 123.78 122.04
R2 123.10 123.10 121.91
R1 122.37 122.37 121.78 122.74
PP 121.69 121.69 121.69 121.87
S1 120.96 120.96 121.52 121.33
S2 120.28 120.28 121.39
S3 118.87 119.55 121.26
S4 117.46 118.14 120.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.91 121.23 1.68 1.4% 0.62 0.5% 88% True False 8,451
10 122.91 120.92 1.99 1.6% 0.53 0.4% 89% True False 7,010
20 122.91 120.92 1.99 1.6% 0.50 0.4% 89% True False 4,625
40 124.97 120.92 4.05 3.3% 0.53 0.4% 44% False False 2,491
60 127.27 120.92 6.35 5.2% 0.45 0.4% 28% False False 1,693
80 129.76 120.92 8.84 7.2% 0.33 0.3% 20% False False 1,295
100 131.02 120.92 10.10 8.2% 0.27 0.2% 18% False False 1,074
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.65
2.618 123.98
1.618 123.57
1.000 123.32
0.618 123.16
HIGH 122.91
0.618 122.75
0.500 122.71
0.382 122.66
LOW 122.50
0.618 122.25
1.000 122.09
1.618 121.84
2.618 121.43
4.250 120.76
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 122.71 122.56
PP 122.70 122.42
S1 122.70 122.29

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

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