Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 121.12 121.13 0.01 0.0% 121.98
High 121.45 121.36 -0.09 -0.1% 122.44
Low 120.66 120.72 0.06 0.0% 120.66
Close 121.01 120.95 -0.06 0.0% 120.95
Range 0.79 0.64 -0.15 -19.0% 1.78
ATR 0.68 0.68 0.00 -0.4% 0.00
Volume 993,455 844,859 -148,596 -15.0% 4,101,197
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 122.93 122.58 121.30
R3 122.29 121.94 121.13
R2 121.65 121.65 121.07
R1 121.30 121.30 121.01 121.16
PP 121.01 121.01 121.01 120.94
S1 120.66 120.66 120.89 120.52
S2 120.37 120.37 120.83
S3 119.73 120.02 120.77
S4 119.09 119.38 120.60
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 126.69 125.60 121.93
R3 124.91 123.82 121.44
R2 123.13 123.13 121.28
R1 122.04 122.04 121.11 121.70
PP 121.35 121.35 121.35 121.18
S1 120.26 120.26 120.79 119.92
S2 119.57 119.57 120.62
S3 117.79 118.48 120.46
S4 116.01 116.70 119.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.44 120.66 1.78 1.5% 0.70 0.6% 16% False False 820,239
10 122.44 120.51 1.93 1.6% 0.71 0.6% 23% False False 827,933
20 122.60 120.51 2.09 1.7% 0.64 0.5% 21% False False 802,221
40 123.04 119.85 3.19 2.6% 0.62 0.5% 34% False False 773,314
60 123.04 119.77 3.27 2.7% 0.61 0.5% 36% False False 583,571
80 123.04 118.61 4.43 3.7% 0.62 0.5% 53% False False 438,070
100 123.04 117.54 5.50 4.5% 0.57 0.5% 62% False False 350,466
120 123.04 116.37 6.67 5.5% 0.51 0.4% 69% False False 292,078
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.08
2.618 123.04
1.618 122.40
1.000 122.00
0.618 121.76
HIGH 121.36
0.618 121.12
0.500 121.04
0.382 120.96
LOW 120.72
0.618 120.32
1.000 120.08
1.618 119.68
2.618 119.04
4.250 118.00
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 121.04 121.14
PP 121.01 121.08
S1 120.98 121.01

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.