Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 124.67 124.24 -0.43 -0.3% 122.07
High 125.39 124.87 -0.52 -0.4% 125.39
Low 123.63 123.84 0.21 0.2% 121.85
Close 123.88 124.40 0.52 0.4% 124.40
Range 1.76 1.03 -0.73 -41.5% 3.54
ATR 1.03 1.03 0.00 0.0% 0.00
Volume 628,776 798,928 170,152 27.1% 2,142,108
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 127.46 126.96 124.97
R3 126.43 125.93 124.68
R2 125.40 125.40 124.59
R1 124.90 124.90 124.49 125.15
PP 124.37 124.37 124.37 124.50
S1 123.87 123.87 124.31 124.12
S2 123.34 123.34 124.21
S3 122.31 122.84 124.12
S4 121.28 121.81 123.83
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 134.50 132.99 126.35
R3 130.96 129.45 125.37
R2 127.42 127.42 125.05
R1 125.91 125.91 124.72 126.67
PP 123.88 123.88 123.88 124.26
S1 122.37 122.37 124.08 123.13
S2 120.34 120.34 123.75
S3 116.80 118.83 123.43
S4 113.26 115.29 122.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.39 121.85 3.54 2.8% 1.40 1.1% 72% False False 428,421
10 125.39 119.90 5.49 4.4% 1.09 0.9% 82% False False 231,262
20 125.39 117.50 7.89 6.3% 0.92 0.7% 87% False False 119,379
40 125.39 114.18 11.21 9.0% 0.82 0.7% 91% False False 60,091
60 125.39 113.48 11.91 9.6% 0.84 0.7% 92% False False 40,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129.25
2.618 127.57
1.618 126.54
1.000 125.90
0.618 125.51
HIGH 124.87
0.618 124.48
0.500 124.36
0.382 124.23
LOW 123.84
0.618 123.20
1.000 122.81
1.618 122.17
2.618 121.14
4.250 119.46
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 124.39 124.48
PP 124.37 124.45
S1 124.36 124.43

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.