Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 122.86 122.74 -0.12 -0.1% 122.92
High 122.91 123.04 0.13 0.1% 123.12
Low 122.52 122.42 -0.10 -0.1% 122.32
Close 122.76 122.92 0.16 0.1% 122.92
Range 0.39 0.62 0.23 59.0% 0.80
ATR 0.67 0.67 0.00 -0.5% 0.00
Volume 1,156,913 1,096,328 -60,585 -5.2% 4,300,825
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 124.65 124.41 123.26
R3 124.03 123.79 123.09
R2 123.41 123.41 123.03
R1 123.17 123.17 122.98 123.29
PP 122.79 122.79 122.79 122.86
S1 122.55 122.55 122.86 122.67
S2 122.17 122.17 122.81
S3 121.55 121.93 122.75
S4 120.93 121.31 122.58
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.19 124.85 123.36
R3 124.39 124.05 123.14
R2 123.59 123.59 123.07
R1 123.25 123.25 122.99 123.32
PP 122.79 122.79 122.79 122.82
S1 122.45 122.45 122.85 122.52
S2 121.99 121.99 122.77
S3 121.19 121.65 122.70
S4 120.39 120.85 122.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.12 122.32 0.80 0.7% 0.54 0.4% 75% False False 860,165
10 123.12 121.76 1.36 1.1% 0.56 0.5% 85% False False 715,846
20 123.12 119.96 3.16 2.6% 0.62 0.5% 94% False False 643,319
40 123.12 119.92 3.20 2.6% 0.70 0.6% 94% False False 651,915
60 123.12 117.52 5.60 4.6% 0.68 0.5% 96% False False 632,490
80 123.12 117.47 5.65 4.6% 0.70 0.6% 96% False False 519,790
100 123.12 117.47 5.65 4.6% 0.66 0.5% 96% False False 415,986
120 124.05 117.47 6.58 5.4% 0.65 0.5% 83% False False 346,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.68
2.618 124.66
1.618 124.04
1.000 123.66
0.618 123.42
HIGH 123.04
0.618 122.80
0.500 122.73
0.382 122.66
LOW 122.42
0.618 122.04
1.000 121.80
1.618 121.42
2.618 120.80
4.250 119.79
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 122.86 122.87
PP 122.79 122.82
S1 122.73 122.77

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.