Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 121.98 121.94 -0.04 0.0% 120.69
High 122.12 122.44 0.32 0.3% 122.14
Low 121.77 121.45 -0.32 -0.3% 120.51
Close 121.91 121.75 -0.16 -0.1% 121.90
Range 0.35 0.99 0.64 182.9% 1.63
ATR 0.63 0.66 0.03 4.0% 0.00
Volume 646,772 909,546 262,774 40.6% 4,178,135
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 124.85 124.29 122.29
R3 123.86 123.30 122.02
R2 122.87 122.87 121.93
R1 122.31 122.31 121.84 122.10
PP 121.88 121.88 121.88 121.77
S1 121.32 121.32 121.66 121.11
S2 120.89 120.89 121.57
S3 119.90 120.33 121.48
S4 118.91 119.34 121.21
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 126.41 125.78 122.80
R3 124.78 124.15 122.35
R2 123.15 123.15 122.20
R1 122.52 122.52 122.05 122.84
PP 121.52 121.52 121.52 121.67
S1 120.89 120.89 121.75 121.21
S2 119.89 119.89 121.60
S3 118.26 119.26 121.45
S4 116.63 117.63 121.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.44 120.98 1.46 1.2% 0.71 0.6% 53% True False 827,299
10 122.44 120.51 1.93 1.6% 0.67 0.5% 64% True False 818,603
20 123.04 120.51 2.53 2.1% 0.64 0.5% 49% False False 791,100
40 123.04 119.85 3.19 2.6% 0.62 0.5% 60% False False 750,242
60 123.04 118.74 4.30 3.5% 0.61 0.5% 70% False False 541,229
80 123.04 118.61 4.43 3.6% 0.61 0.5% 71% False False 406,262
100 123.04 117.54 5.50 4.5% 0.56 0.5% 77% False False 325,022
120 123.04 116.37 6.67 5.5% 0.49 0.4% 81% False False 270,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 126.65
2.618 125.03
1.618 124.04
1.000 123.43
0.618 123.05
HIGH 122.44
0.618 122.06
0.500 121.95
0.382 121.83
LOW 121.45
0.618 120.84
1.000 120.46
1.618 119.85
2.618 118.86
4.250 117.24
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 121.95 121.82
PP 121.88 121.80
S1 121.82 121.77

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.