Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 122.93 122.22 -0.71 -0.6% 121.95
High 123.04 122.23 -0.81 -0.7% 123.13
Low 122.25 121.25 -1.00 -0.8% 121.89
Close 122.43 121.45 -0.98 -0.8% 122.88
Range 0.79 0.98 0.19 24.1% 1.24
ATR 0.56 0.60 0.04 7.9% 0.00
Volume 216,493 0 -216,493 -100.0% 63,461
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.58 124.00 121.99
R3 123.60 123.02 121.72
R2 122.62 122.62 121.63
R1 122.04 122.04 121.54 121.84
PP 121.64 121.64 121.64 121.55
S1 121.06 121.06 121.36 120.86
S2 120.66 120.66 121.27
S3 119.68 120.08 121.18
S4 118.70 119.10 120.91
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
5 123.07 121.25 1.82 1.5% 0.65 0.5% 11% False True 74,073
10 123.13 121.25 1.88 1.5% 0.57 0.5% 11% False True 43,340
20 123.13 120.92 2.21 1.8% 0.53 0.4% 24% False False 23,967
40 124.92 120.92 4.00 3.3% 0.53 0.4% 13% False False 12,456
60 124.97 120.92 4.05 3.3% 0.50 0.4% 13% False False 8,324
80 129.45 120.92 8.53 7.0% 0.38 0.3% 6% False False 6,272
100 130.57 120.92 9.65 7.9% 0.31 0.3% 5% False False 5,057
120 131.39 120.92 10.47 8.6% 0.26 0.2% 5% False False 4,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 126.40
2.618 124.80
1.618 123.82
1.000 123.21
0.618 122.84
HIGH 122.23
0.618 121.86
0.500 121.74
0.382 121.62
LOW 121.25
0.618 120.64
1.000 120.27
1.618 119.66
2.618 118.68
4.250 117.09
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 121.74 122.15
PP 121.64 121.91
S1 121.55 121.68

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

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