Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 120.94 121.64 0.70 0.6% 121.06
High 121.74 121.66 -0.08 -0.1% 121.74
Low 120.88 121.44 0.56 0.5% 120.76
Close 121.65 121.57 -0.08 -0.1% 121.57
Range 0.86 0.22 -0.64 -74.4% 0.98
ATR 0.70 0.67 -0.03 -4.9% 0.00
Volume 783,192 206,608 -576,584 -73.6% 2,692,210
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.22 122.11 121.69
R3 122.00 121.89 121.63
R2 121.78 121.78 121.61
R1 121.67 121.67 121.59 121.62
PP 121.56 121.56 121.56 121.53
S1 121.45 121.45 121.55 121.40
S2 121.34 121.34 121.53
S3 121.12 121.23 121.51
S4 120.90 121.01 121.45
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 124.30 123.91 122.11
R3 123.32 122.93 121.84
R2 122.34 122.34 121.75
R1 121.95 121.95 121.66 122.15
PP 121.36 121.36 121.36 121.45
S1 120.97 120.97 121.48 121.17
S2 120.38 120.38 121.39
S3 119.40 119.99 121.30
S4 118.42 119.01 121.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.74 120.76 0.98 0.8% 0.47 0.4% 83% False False 538,442
10 121.74 119.63 2.11 1.7% 0.54 0.4% 92% False False 574,317
20 121.74 117.47 4.27 3.5% 0.64 0.5% 96% False False 586,752
40 121.74 117.47 4.27 3.5% 0.69 0.6% 96% False False 356,619
60 122.88 117.47 5.41 4.5% 0.63 0.5% 76% False False 237,955
80 124.05 117.47 6.58 5.4% 0.62 0.5% 62% False False 178,658
100 124.80 117.47 7.33 6.0% 0.50 0.4% 56% False False 143,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 122.60
2.618 122.24
1.618 122.02
1.000 121.88
0.618 121.80
HIGH 121.66
0.618 121.58
0.500 121.55
0.382 121.52
LOW 121.44
0.618 121.30
1.000 121.22
1.618 121.08
2.618 120.86
4.250 120.51
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 121.56 121.46
PP 121.56 121.36
S1 121.55 121.25

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.