Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 121.64 121.45 -0.19 -0.2% 122.95
High 121.88 121.76 -0.12 -0.1% 123.07
Low 121.41 121.42 0.01 0.0% 121.12
Close 121.50 121.59 0.09 0.1% 121.74
Range 0.47 0.34 -0.13 -27.7% 1.95
ATR 0.61 0.59 -0.02 -3.1% 0.00
Volume 727,117 694,128 -32,989 -4.5% 1,114,532
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.61 122.44 121.78
R3 122.27 122.10 121.68
R2 121.93 121.93 121.65
R1 121.76 121.76 121.62 121.85
PP 121.59 121.59 121.59 121.63
S1 121.42 121.42 121.56 121.51
S2 121.25 121.25 121.53
S3 120.91 121.08 121.50
S4 120.57 120.74 121.40
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.83 126.73 122.81
R3 125.88 124.78 122.28
R2 123.93 123.93 122.10
R1 122.83 122.83 121.92 122.41
PP 121.98 121.98 121.98 121.76
S1 120.88 120.88 121.56 120.46
S2 120.03 120.03 121.38
S3 118.08 118.93 121.20
S4 116.13 116.98 120.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.23 121.12 1.11 0.9% 0.64 0.5% 42% False False 640,665
10 123.13 121.12 2.01 1.7% 0.58 0.5% 23% False False 358,651
20 123.13 120.94 2.19 1.8% 0.56 0.5% 30% False False 182,968
40 123.58 120.92 2.66 2.2% 0.51 0.4% 25% False False 92,531
60 124.97 120.92 4.05 3.3% 0.52 0.4% 17% False False 61,701
80 128.13 120.92 7.21 5.9% 0.41 0.3% 9% False False 46,307
100 129.76 120.92 8.84 7.3% 0.33 0.3% 8% False False 37,087
120 131.39 120.92 10.47 8.6% 0.27 0.2% 6% False False 30,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 123.21
2.618 122.65
1.618 122.31
1.000 122.10
0.618 121.97
HIGH 121.76
0.618 121.63
0.500 121.59
0.382 121.55
LOW 121.42
0.618 121.21
1.000 121.08
1.618 120.87
2.618 120.53
4.250 119.98
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 121.59 121.62
PP 121.59 121.61
S1 121.59 121.60

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

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