Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 119.09 118.16 -0.93 -0.8% 119.60
High 119.32 118.60 -0.72 -0.6% 119.99
Low 118.21 118.13 -0.08 -0.1% 118.21
Close 118.34 118.50 0.16 0.1% 118.34
Range 1.11 0.47 -0.64 -57.7% 1.78
ATR 0.89 0.86 -0.03 -3.4% 0.00
Volume 416,747 30,991 -385,756 -92.6% 4,242,873
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 119.82 119.63 118.76
R3 119.35 119.16 118.63
R2 118.88 118.88 118.59
R1 118.69 118.69 118.54 118.79
PP 118.41 118.41 118.41 118.46
S1 118.22 118.22 118.46 118.32
S2 117.94 117.94 118.41
S3 117.47 117.75 118.37
S4 117.00 117.28 118.24
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 124.19 123.04 119.32
R3 122.41 121.26 118.83
R2 120.63 120.63 118.67
R1 119.48 119.48 118.50 119.17
PP 118.85 118.85 118.85 118.69
S1 117.70 117.70 118.18 117.39
S2 117.07 117.07 118.01
S3 115.29 115.92 117.85
S4 113.51 114.14 117.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.99 118.13 1.86 1.6% 0.83 0.7% 20% False True 762,610
10 119.99 118.13 1.86 1.6% 0.76 0.6% 20% False True 655,838
20 122.07 118.13 3.94 3.3% 0.77 0.6% 9% False True 651,120
40 123.47 118.13 5.34 4.5% 0.78 0.7% 7% False True 644,288
60 125.63 118.13 7.50 6.3% 0.83 0.7% 5% False True 549,472
80 125.63 118.13 7.50 6.3% 0.83 0.7% 5% False True 436,413
100 125.63 118.13 7.50 6.3% 0.82 0.7% 5% False True 349,247
120 125.63 118.13 7.50 6.3% 0.77 0.7% 5% False True 291,087
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 False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.14
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120.60
2.618 119.83
1.618 119.36
1.000 119.07
0.618 118.89
HIGH 118.60
0.618 118.42
0.500 118.37
0.382 118.31
LOW 118.13
0.618 117.84
1.000 117.66
1.618 117.37
2.618 116.90
4.250 116.13
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 118.46 119.05
PP 118.41 118.87
S1 118.37 118.68

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.