Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 114.41 114.68 0.27 0.2% 116.75
High 114.42 114.80 0.38 0.3% 118.19
Low 114.28 114.18 -0.10 -0.1% 114.99
Close 114.42 114.96 0.54 0.5% 115.85
Range 0.14 0.62 0.48 342.9% 3.20
ATR 0.88 0.86 -0.02 -2.1% 0.00
Volume 362 45 -317 -87.6% 5,072
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 116.51 116.35 115.30
R3 115.89 115.73 115.13
R2 115.27 115.27 115.07
R1 115.11 115.11 115.02 115.19
PP 114.65 114.65 114.65 114.69
S1 114.49 114.49 114.90 114.57
S2 114.03 114.03 114.85
S3 113.41 113.87 114.79
S4 112.79 113.25 114.62
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 125.94 124.10 117.61
R3 122.74 120.90 116.73
R2 119.54 119.54 116.44
R1 117.70 117.70 116.14 117.02
PP 116.34 116.34 116.34 116.01
S1 114.50 114.50 115.56 113.82
S2 113.14 113.14 115.26
S3 109.94 111.30 114.97
S4 106.74 108.10 114.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.17 114.18 1.99 1.7% 0.56 0.5% 39% False True 212
10 118.19 114.18 4.01 3.5% 0.79 0.7% 19% False True 616
20 118.19 113.48 4.71 4.1% 0.80 0.7% 31% False False 626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117.44
2.618 116.42
1.618 115.80
1.000 115.42
0.618 115.18
HIGH 114.80
0.618 114.56
0.500 114.49
0.382 114.42
LOW 114.18
0.618 113.80
1.000 113.56
1.618 113.18
2.618 112.56
4.250 111.55
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 114.80 114.80
PP 114.65 114.65
S1 114.49 114.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.