Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 121.22 121.44 0.22 0.2% 121.52
High 121.60 122.12 0.52 0.4% 122.23
Low 120.77 121.44 0.67 0.6% 121.11
Close 121.39 122.00 0.61 0.5% 121.30
Range 0.83 0.68 -0.15 -18.1% 1.12
ATR 0.41 0.43 0.02 5.7% 0.00
Volume 243 146 -97 -39.9% 146
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 123.89 123.63 122.37
R3 123.21 122.95 122.19
R2 122.53 122.53 122.12
R1 122.27 122.27 122.06 122.40
PP 121.85 121.85 121.85 121.92
S1 121.59 121.59 121.94 121.72
S2 121.17 121.17 121.88
S3 120.49 120.91 121.81
S4 119.81 120.23 121.63
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.91 124.22 121.92
R3 123.79 123.10 121.61
R2 122.67 122.67 121.51
R1 121.98 121.98 121.40 121.77
PP 121.55 121.55 121.55 121.44
S1 120.86 120.86 121.20 120.65
S2 120.43 120.43 121.09
S3 119.31 119.74 120.99
S4 118.19 118.62 120.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.12 120.77 1.35 1.1% 0.54 0.4% 91% True False 95
10 122.23 120.77 1.46 1.2% 0.42 0.3% 84% False False 80
20 122.66 120.77 1.89 1.5% 0.21 0.2% 65% False False 93
40 122.66 119.80 2.86 2.3% 0.10 0.1% 77% False False 92
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.01
2.618 123.90
1.618 123.22
1.000 122.80
0.618 122.54
HIGH 122.12
0.618 121.86
0.500 121.78
0.382 121.70
LOW 121.44
0.618 121.02
1.000 120.76
1.618 120.34
2.618 119.66
4.250 118.55
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 121.93 121.82
PP 121.85 121.63
S1 121.78 121.45

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.