Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 122.68 122.93 0.25 0.2% 121.95
High 122.87 123.04 0.17 0.1% 123.13
Low 122.34 122.25 -0.09 -0.1% 121.89
Close 122.61 122.43 -0.18 -0.1% 122.88
Range 0.53 0.79 0.26 49.1% 1.24
ATR 0.54 0.56 0.02 3.3% 0.00
Volume 104,050 216,493 112,443 108.1% 63,461
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.94 124.48 122.86
R3 124.15 123.69 122.65
R2 123.36 123.36 122.57
R1 122.90 122.90 122.50 122.74
PP 122.57 122.57 122.57 122.49
S1 122.11 122.11 122.36 121.95
S2 121.78 121.78 122.29
S3 120.99 121.32 122.21
S4 120.20 120.53 122.00
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 126.35 125.86 123.56
R3 125.11 124.62 123.22
R2 123.87 123.87 123.11
R1 123.38 123.38 122.99 123.63
PP 122.63 122.63 122.63 122.76
S1 122.14 122.14 122.77 122.39
S2 121.39 121.39 122.65
S3 120.15 120.90 122.54
S4 118.91 119.66 122.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.13 122.25 0.88 0.7% 0.52 0.4% 20% False True 76,638
10 123.13 121.66 1.47 1.2% 0.54 0.4% 52% False False 43,554
20 123.13 120.92 2.21 1.8% 0.50 0.4% 68% False False 24,146
40 124.92 120.92 4.00 3.3% 0.52 0.4% 38% False False 12,456
60 124.97 120.92 4.05 3.3% 0.50 0.4% 37% False False 8,332
80 129.61 120.92 8.69 7.1% 0.37 0.3% 17% False False 6,274
100 131.01 120.92 10.09 8.2% 0.30 0.2% 15% False False 5,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 126.40
2.618 125.11
1.618 124.32
1.000 123.83
0.618 123.53
HIGH 123.04
0.618 122.74
0.500 122.65
0.382 122.55
LOW 122.25
0.618 121.76
1.000 121.46
1.618 120.97
2.618 120.18
4.250 118.89
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 122.65 122.66
PP 122.57 122.58
S1 122.50 122.51

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

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