Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 123.41 122.66 -0.75 -0.6% 122.72
High 123.66 122.71 -0.95 -0.8% 123.66
Low 123.30 122.22 -1.08 -0.9% 122.11
Close 123.54 122.36 -1.18 -1.0% 123.54
Range 0.36 0.49 0.13 36.1% 1.55
ATR 0.60 0.65 0.05 8.5% 0.00
Volume 357,732 424,446 66,714 18.6% 2,776,207
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 123.90 123.62 122.63
R3 123.41 123.13 122.49
R2 122.92 122.92 122.45
R1 122.64 122.64 122.40 122.54
PP 122.43 122.43 122.43 122.38
S1 122.15 122.15 122.32 122.05
S2 121.94 121.94 122.27
S3 121.45 121.66 122.23
S4 120.96 121.17 122.09
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 127.75 127.20 124.39
R3 126.20 125.65 123.97
R2 124.65 124.65 123.82
R1 124.10 124.10 123.68 124.38
PP 123.10 123.10 123.10 123.24
S1 122.55 122.55 123.40 122.83
S2 121.55 121.55 123.26
S3 120.00 121.00 123.11
S4 118.45 119.45 122.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.66 122.11 1.55 1.3% 0.66 0.5% 16% False False 546,969
10 123.72 122.11 1.61 1.3% 0.61 0.5% 16% False False 563,517
20 123.76 122.08 1.68 1.4% 0.57 0.5% 17% False False 428,956
40 123.76 120.36 3.40 2.8% 0.56 0.5% 59% False False 215,907
60 123.76 120.20 3.56 2.9% 0.53 0.4% 61% False False 144,166
80 123.76 119.83 3.93 3.2% 0.47 0.4% 64% False False 108,154
100 123.76 118.50 5.26 4.3% 0.39 0.3% 73% False False 86,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.79
2.618 123.99
1.618 123.50
1.000 123.20
0.618 123.01
HIGH 122.71
0.618 122.52
0.500 122.47
0.382 122.41
LOW 122.22
0.618 121.92
1.000 121.73
1.618 121.43
2.618 120.94
4.250 120.14
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 122.47 122.94
PP 122.43 122.75
S1 122.40 122.55

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.