Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 125.27 124.75 -0.52 -0.4% 124.65
High 125.55 125.34 -0.21 -0.2% 126.53
Low 124.86 124.09 -0.77 -0.6% 124.41
Close 125.29 124.27 -1.02 -0.8% 125.59
Range 0.69 1.25 0.56 81.2% 2.12
ATR 1.06 1.08 0.01 1.3% 0.00
Volume 537,166 864,140 326,974 60.9% 3,301,823
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 128.32 127.54 124.96
R3 127.07 126.29 124.61
R2 125.82 125.82 124.50
R1 125.04 125.04 124.38 124.81
PP 124.57 124.57 124.57 124.45
S1 123.79 123.79 124.16 123.56
S2 123.32 123.32 124.04
S3 122.07 122.54 123.93
S4 120.82 121.29 123.58
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 131.87 130.85 126.76
R3 129.75 128.73 126.17
R2 127.63 127.63 125.98
R1 126.61 126.61 125.78 127.12
PP 125.51 125.51 125.51 125.77
S1 124.49 124.49 125.40 125.00
S2 123.39 123.39 125.20
S3 121.27 122.37 125.01
S4 119.15 120.25 124.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.14 124.09 2.05 1.6% 0.99 0.8% 9% False True 669,976
10 126.53 123.47 3.06 2.5% 0.99 0.8% 26% False False 656,360
20 126.53 122.54 3.99 3.2% 1.03 0.8% 43% False False 510,581
40 126.53 119.90 6.63 5.3% 1.08 0.9% 66% False False 432,727
60 126.53 116.00 10.53 8.5% 0.97 0.8% 79% False False 289,673
80 126.53 113.98 12.55 10.1% 0.94 0.8% 82% False False 217,422
100 126.53 113.48 13.05 10.5% 0.84 0.7% 83% False False 174,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 130.65
2.618 128.61
1.618 127.36
1.000 126.59
0.618 126.11
HIGH 125.34
0.618 124.86
0.500 124.72
0.382 124.57
LOW 124.09
0.618 123.32
1.000 122.84
1.618 122.07
2.618 120.82
4.250 118.78
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 124.72 124.86
PP 124.57 124.66
S1 124.42 124.47

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.