Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 120.57 120.68 0.11 0.1% 120.04
High 120.79 121.38 0.59 0.5% 121.38
Low 120.34 120.68 0.34 0.3% 119.83
Close 120.80 121.20 0.40 0.3% 121.20
Range 0.45 0.70 0.25 55.6% 1.55
ATR 0.37 0.39 0.02 6.4% 0.00
Volume 21 58 37 176.2% 1,414
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.19 122.89 121.59
R3 122.49 122.19 121.39
R2 121.79 121.79 121.33
R1 121.49 121.49 121.26 121.64
PP 121.09 121.09 121.09 121.16
S1 120.79 120.79 121.14 120.94
S2 120.39 120.39 121.07
S3 119.69 120.09 121.01
S4 118.99 119.39 120.82
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.45 124.88 122.05
R3 123.90 123.33 121.63
R2 122.35 122.35 121.48
R1 121.78 121.78 121.34 122.07
PP 120.80 120.80 120.80 120.95
S1 120.23 120.23 121.06 120.52
S2 119.25 119.25 120.92
S3 117.70 118.68 120.77
S4 116.15 117.13 120.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.38 119.83 1.55 1.3% 0.31 0.3% 88% True False 282
10 121.38 119.83 1.55 1.3% 0.31 0.3% 88% True False 164
20 121.38 119.83 1.55 1.3% 0.28 0.2% 88% True False 105
40 121.38 118.50 2.88 2.4% 0.17 0.1% 94% True False 114
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 0.04
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 124.36
2.618 123.21
1.618 122.51
1.000 122.08
0.618 121.81
HIGH 121.38
0.618 121.11
0.500 121.03
0.382 120.95
LOW 120.68
0.618 120.25
1.000 119.98
1.618 119.55
2.618 118.85
4.250 117.71
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 121.14 121.03
PP 121.09 120.85
S1 121.03 120.68

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.