Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 122.55 122.71 0.16 0.1% 122.54
High 122.77 123.24 0.47 0.4% 123.02
Low 122.52 122.45 -0.07 -0.1% 122.07
Close 122.71 122.86 0.15 0.1% 122.56
Range 0.25 0.79 0.54 216.0% 0.95
ATR 0.46 0.48 0.02 5.2% 0.00
Volume 469,159 834,834 365,675 77.9% 3,765,203
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.22 124.83 123.29
R3 124.43 124.04 123.08
R2 123.64 123.64 123.00
R1 123.25 123.25 122.93 123.45
PP 122.85 122.85 122.85 122.95
S1 122.46 122.46 122.79 122.66
S2 122.06 122.06 122.72
S3 121.27 121.67 122.64
S4 120.48 120.88 122.43
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.40 124.93 123.08
R3 124.45 123.98 122.82
R2 123.50 123.50 122.73
R1 123.03 123.03 122.65 123.27
PP 122.55 122.55 122.55 122.67
S1 122.08 122.08 122.47 122.32
S2 121.60 121.60 122.39
S3 120.65 121.13 122.30
S4 119.70 120.18 122.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.24 122.07 1.17 1.0% 0.49 0.4% 68% True False 727,898
10 123.24 122.07 1.17 1.0% 0.47 0.4% 68% True False 724,159
20 123.24 121.10 2.14 1.7% 0.47 0.4% 82% True False 391,771
40 123.24 121.10 2.14 1.7% 0.47 0.4% 82% True False 196,237
60 123.24 119.52 3.72 3.0% 0.42 0.3% 90% True False 130,864
80 123.24 119.52 3.72 3.0% 0.36 0.3% 90% True False 98,170
100 123.24 119.52 3.72 3.0% 0.29 0.2% 90% True False 78,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 126.60
2.618 125.31
1.618 124.52
1.000 124.03
0.618 123.73
HIGH 123.24
0.618 122.94
0.500 122.85
0.382 122.75
LOW 122.45
0.618 121.96
1.000 121.66
1.618 121.17
2.618 120.38
4.250 119.09
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 122.86 122.79
PP 122.85 122.72
S1 122.85 122.66

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.