Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 126.20 126.88 0.68 0.5% 126.30
High 127.22 127.54 0.32 0.3% 127.54
Low 126.18 126.73 0.55 0.4% 125.70
Close 127.19 127.45 0.26 0.2% 127.45
Range 1.04 0.81 -0.23 -22.1% 1.84
ATR 0.67 0.68 0.01 1.5% 0.00
Volume 1,105,937 912,316 -193,621 -17.5% 4,619,246
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 129.67 129.37 127.90
R3 128.86 128.56 127.67
R2 128.05 128.05 127.60
R1 127.75 127.75 127.52 127.90
PP 127.24 127.24 127.24 127.32
S1 126.94 126.94 127.38 127.09
S2 126.43 126.43 127.30
S3 125.62 126.13 127.23
S4 124.81 125.32 127.00
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.42 131.77 128.46
R3 130.58 129.93 127.96
R2 128.74 128.74 127.79
R1 128.09 128.09 127.62 128.42
PP 126.90 126.90 126.90 127.06
S1 126.25 126.25 127.28 126.58
S2 125.06 125.06 127.11
S3 123.22 124.41 126.94
S4 121.38 122.57 126.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.54 125.70 1.84 1.4% 0.73 0.6% 95% True False 923,849
10 127.54 125.32 2.22 1.7% 0.66 0.5% 96% True False 963,104
20 127.54 124.37 3.17 2.5% 0.68 0.5% 97% True False 686,487
40 127.54 121.79 5.75 4.5% 0.63 0.5% 98% True False 346,357
60 127.54 119.38 8.16 6.4% 0.57 0.4% 99% True False 231,160
80 127.54 119.38 8.16 6.4% 0.51 0.4% 99% True False 173,407
100 127.54 119.38 8.16 6.4% 0.41 0.3% 99% True False 138,736
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.98
2.618 129.66
1.618 128.85
1.000 128.35
0.618 128.04
HIGH 127.54
0.618 127.23
0.500 127.14
0.382 127.04
LOW 126.73
0.618 126.23
1.000 125.92
1.618 125.42
2.618 124.61
4.250 123.29
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 127.35 127.17
PP 127.24 126.90
S1 127.14 126.62

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

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