Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 124.06 124.45 0.39 0.3% 123.92
High 124.55 124.66 0.11 0.1% 124.71
Low 123.92 124.22 0.30 0.2% 122.53
Close 124.43 124.38 -0.05 0.0% 123.08
Range 0.63 0.44 -0.19 -30.2% 2.18
ATR 1.04 1.00 -0.04 -4.1% 0.00
Volume 518,706 572,495 53,789 10.4% 0
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.74 125.50 124.62
R3 125.30 125.06 124.50
R2 124.86 124.86 124.46
R1 124.62 124.62 124.42 124.52
PP 124.42 124.42 124.42 124.37
S1 124.18 124.18 124.34 124.08
S2 123.98 123.98 124.30
S3 123.54 123.74 124.26
S4 123.10 123.30 124.14
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 129.98 128.71 124.28
R3 127.80 126.53 123.68
R2 125.62 125.62 123.48
R1 124.35 124.35 123.28 123.90
PP 123.44 123.44 123.44 123.21
S1 122.17 122.17 122.88 121.72
S2 121.26 121.26 122.68
S3 119.08 119.99 122.48
S4 116.90 117.81 121.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.66 122.53 2.13 1.7% 0.72 0.6% 87% True False 329,966
10 124.71 122.11 2.60 2.1% 0.97 0.8% 87% False False 164,983
20 125.63 122.11 3.52 2.8% 0.95 0.8% 64% False False 315,639
40 125.63 120.37 5.26 4.2% 0.84 0.7% 76% False False 162,030
60 125.63 120.37 5.26 4.2% 0.83 0.7% 76% False False 108,230
80 125.63 120.37 5.26 4.2% 0.73 0.6% 76% False False 81,185
100 125.63 116.83 8.80 7.1% 0.58 0.5% 86% False False 64,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 126.53
2.618 125.81
1.618 125.37
1.000 125.10
0.618 124.93
HIGH 124.66
0.618 124.49
0.500 124.44
0.382 124.39
LOW 124.22
0.618 123.95
1.000 123.78
1.618 123.51
2.618 123.07
4.250 122.35
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 124.44 124.24
PP 124.42 124.09
S1 124.40 123.95

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.