Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 121.67 121.80 0.13 0.1% 122.50
High 121.89 121.86 -0.03 0.0% 122.74
Low 121.46 121.21 -0.25 -0.2% 121.72
Close 121.69 121.50 -0.19 -0.2% 122.03
Range 0.43 0.65 0.22 51.2% 1.02
ATR 0.67 0.66 0.00 -0.2% 0.00
Volume 684,094 772,106 88,012 12.9% 4,245,360
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.47 123.14 121.86
R3 122.82 122.49 121.68
R2 122.17 122.17 121.62
R1 121.84 121.84 121.56 121.68
PP 121.52 121.52 121.52 121.45
S1 121.19 121.19 121.44 121.03
S2 120.87 120.87 121.38
S3 120.22 120.54 121.32
S4 119.57 119.89 121.14
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.22 124.65 122.59
R3 124.20 123.63 122.31
R2 123.18 123.18 122.22
R1 122.61 122.61 122.12 122.39
PP 122.16 122.16 122.16 122.05
S1 121.59 121.59 121.94 121.37
S2 121.14 121.14 121.84
S3 120.12 120.57 121.75
S4 119.10 119.55 121.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.74 121.21 1.53 1.3% 0.55 0.5% 19% False True 823,450
10 123.92 121.21 2.71 2.2% 0.65 0.5% 11% False True 897,199
20 123.92 121.12 2.80 2.3% 0.66 0.5% 14% False False 831,613
40 123.92 120.92 3.00 2.5% 0.57 0.5% 19% False False 422,596
60 124.97 120.92 4.05 3.3% 0.57 0.5% 14% False False 281,900
80 125.44 120.92 4.52 3.7% 0.53 0.4% 13% False False 211,446
100 129.76 120.92 8.84 7.3% 0.42 0.3% 7% False False 169,178
120 131.01 120.92 10.09 8.3% 0.35 0.3% 6% False False 141,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.62
2.618 123.56
1.618 122.91
1.000 122.51
0.618 122.26
HIGH 121.86
0.618 121.61
0.500 121.54
0.382 121.46
LOW 121.21
0.618 120.81
1.000 120.56
1.618 120.16
2.618 119.51
4.250 118.45
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 121.54 121.69
PP 121.52 121.63
S1 121.51 121.56

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

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