Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 120.16 119.86 -0.30 -0.2% 120.44
High 120.22 120.50 0.28 0.2% 121.12
Low 119.77 119.77 0.00 0.0% 120.35
Close 120.01 120.12 0.11 0.1% 120.97
Range 0.45 0.73 0.28 62.2% 0.77
ATR 0.48 0.49 0.02 3.8% 0.00
Volume 33 192 159 481.8% 289
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.32 121.95 120.52
R3 121.59 121.22 120.32
R2 120.86 120.86 120.25
R1 120.49 120.49 120.19 120.68
PP 120.13 120.13 120.13 120.22
S1 119.76 119.76 120.05 119.95
S2 119.40 119.40 119.99
S3 118.67 119.03 119.92
S4 117.94 118.30 119.72
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.12 122.82 121.39
R3 122.35 122.05 121.18
R2 121.58 121.58 121.11
R1 121.28 121.28 121.04 121.43
PP 120.81 120.81 120.81 120.89
S1 120.51 120.51 120.90 120.66
S2 120.04 120.04 120.83
S3 119.27 119.74 120.76
S4 118.50 118.97 120.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.05 119.77 1.28 1.1% 0.45 0.4% 27% False True 60
10 121.12 119.77 1.35 1.1% 0.37 0.3% 26% False True 54
20 121.12 117.54 3.58 3.0% 0.39 0.3% 72% False False 51
40 121.12 116.37 4.75 4.0% 0.30 0.2% 79% False False 95
60 122.08 116.37 5.71 4.8% 0.20 0.2% 66% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 123.60
2.618 122.41
1.618 121.68
1.000 121.23
0.618 120.95
HIGH 120.50
0.618 120.22
0.500 120.14
0.382 120.05
LOW 119.77
0.618 119.32
1.000 119.04
1.618 118.59
2.618 117.86
4.250 116.67
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 120.14 120.20
PP 120.13 120.17
S1 120.13 120.15

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.