Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 120.30 120.15 -0.15 -0.1% 118.65
High 120.32 120.48 0.16 0.1% 120.00
Low 119.85 120.06 0.21 0.2% 118.61
Close 120.23 120.33 0.10 0.1% 119.69
Range 0.47 0.42 -0.05 -10.6% 1.39
ATR 0.79 0.76 -0.03 -3.3% 0.00
Volume 688,619 629,543 -59,076 -8.6% 3,174,667
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.55 121.36 120.56
R3 121.13 120.94 120.45
R2 120.71 120.71 120.41
R1 120.52 120.52 120.37 120.62
PP 120.29 120.29 120.29 120.34
S1 120.10 120.10 120.29 120.20
S2 119.87 119.87 120.25
S3 119.45 119.68 120.21
S4 119.03 119.26 120.10
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 123.60 123.04 120.45
R3 122.21 121.65 120.07
R2 120.82 120.82 119.94
R1 120.26 120.26 119.82 120.54
PP 119.43 119.43 119.43 119.58
S1 118.87 118.87 119.56 119.15
S2 118.04 118.04 119.44
S3 116.65 117.48 119.31
S4 115.26 116.09 118.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.48 118.78 1.70 1.4% 0.69 0.6% 91% True False 640,577
10 120.48 117.52 2.96 2.5% 0.67 0.6% 95% True False 612,239
20 120.48 117.47 3.01 2.5% 0.75 0.6% 95% True False 512,808
40 122.63 117.47 5.16 4.3% 0.71 0.6% 55% False False 259,925
60 124.05 117.47 6.58 5.5% 0.64 0.5% 43% False False 173,446
80 124.80 117.47 7.33 6.1% 0.57 0.5% 39% False False 130,394
100 124.99 117.47 7.52 6.2% 0.46 0.4% 38% False False 104,347
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122.27
2.618 121.58
1.618 121.16
1.000 120.90
0.618 120.74
HIGH 120.48
0.618 120.32
0.500 120.27
0.382 120.22
LOW 120.06
0.618 119.80
1.000 119.64
1.618 119.38
2.618 118.96
4.250 118.28
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 120.31 120.24
PP 120.29 120.15
S1 120.27 120.06

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.