Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 123.02 123.84 0.82 0.7% 123.58
High 123.95 124.53 0.58 0.5% 124.53
Low 123.00 123.78 0.78 0.6% 122.96
Close 123.70 124.20 0.50 0.4% 124.20
Range 0.95 0.75 -0.20 -21.1% 1.57
ATR 0.56 0.58 0.02 3.5% 0.00
Volume 1,210,006 1,238,589 28,583 2.4% 4,983,363
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 126.42 126.06 124.61
R3 125.67 125.31 124.41
R2 124.92 124.92 124.34
R1 124.56 124.56 124.27 124.74
PP 124.17 124.17 124.17 124.26
S1 123.81 123.81 124.13 123.99
S2 123.42 123.42 124.06
S3 122.67 123.06 123.99
S4 121.92 122.31 123.79
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 128.61 127.97 125.06
R3 127.04 126.40 124.63
R2 125.47 125.47 124.49
R1 124.83 124.83 124.34 125.15
PP 123.90 123.90 123.90 124.06
S1 123.26 123.26 124.06 123.58
S2 122.33 122.33 123.91
S3 120.76 121.69 123.77
S4 119.19 120.12 123.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.53 122.96 1.57 1.3% 0.56 0.5% 79% True False 996,672
10 124.53 122.81 1.72 1.4% 0.56 0.4% 81% True False 932,962
20 124.53 121.18 3.35 2.7% 0.53 0.4% 90% True False 837,456
40 124.53 120.84 3.69 3.0% 0.55 0.4% 91% True False 682,180
60 124.53 120.41 4.12 3.3% 0.53 0.4% 92% True False 477,293
80 124.53 120.20 4.33 3.5% 0.54 0.4% 92% True False 358,278
100 124.53 119.83 4.70 3.8% 0.50 0.4% 93% True False 286,699
120 124.53 119.63 4.90 3.9% 0.44 0.4% 93% True False 238,930
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.72
2.618 126.49
1.618 125.74
1.000 125.28
0.618 124.99
HIGH 124.53
0.618 124.24
0.500 124.16
0.382 124.07
LOW 123.78
0.618 123.32
1.000 123.03
1.618 122.57
2.618 121.82
4.250 120.59
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 124.19 124.05
PP 124.17 123.90
S1 124.16 123.75

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.