Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 129.65 129.40 -0.25 -0.2% 128.96
High 129.70 129.57 -0.13 -0.1% 129.86
Low 129.05 129.08 0.03 0.0% 128.67
Close 129.30 129.22 -0.08 -0.1% 129.31
Range 0.65 0.49 -0.16 -24.6% 1.19
ATR 0.72 0.70 -0.02 -2.3% 0.00
Volume 672,104 544,192 -127,912 -19.0% 3,829,051
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 130.76 130.48 129.49
R3 130.27 129.99 129.35
R2 129.78 129.78 129.31
R1 129.50 129.50 129.26 129.40
PP 129.29 129.29 129.29 129.24
S1 129.01 129.01 129.18 128.91
S2 128.80 128.80 129.13
S3 128.31 128.52 129.09
S4 127.82 128.03 128.95
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 132.85 132.27 129.96
R3 131.66 131.08 129.64
R2 130.47 130.47 129.53
R1 129.89 129.89 129.42 130.18
PP 129.28 129.28 129.28 129.43
S1 128.70 128.70 129.20 128.99
S2 128.09 128.09 129.09
S3 126.90 127.51 128.98
S4 125.71 126.32 128.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.70 128.98 0.72 0.6% 0.57 0.4% 33% False False 714,638
10 129.86 128.19 1.67 1.3% 0.57 0.4% 62% False False 703,726
20 129.86 127.12 2.74 2.1% 0.69 0.5% 77% False False 767,783
40 129.93 124.89 5.04 3.9% 0.73 0.6% 86% False False 477,324
60 129.93 122.20 7.73 6.0% 0.73 0.6% 91% False False 318,678
80 129.93 121.60 8.33 6.4% 0.64 0.5% 91% False False 239,053
100 129.93 120.76 9.17 7.1% 0.55 0.4% 92% False False 191,257
120 129.93 120.68 9.25 7.2% 0.46 0.4% 92% False False 159,420
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.65
2.618 130.85
1.618 130.36
1.000 130.06
0.618 129.87
HIGH 129.57
0.618 129.38
0.500 129.33
0.382 129.27
LOW 129.08
0.618 128.78
1.000 128.59
1.618 128.29
2.618 127.80
4.250 127.00
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 129.33 129.38
PP 129.29 129.32
S1 129.26 129.27

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.