Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 129.24 129.23 -0.01 0.0% 128.03
High 129.47 129.76 0.29 0.2% 128.66
Low 129.08 129.05 -0.03 0.0% 127.37
Close 129.20 129.63 0.43 0.3% 128.55
Range 0.39 0.71 0.32 82.1% 1.29
ATR 0.68 0.69 0.00 0.3% 0.00
Volume 654,906 709,362 54,456 8.3% 3,560,060
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 131.61 131.33 130.02
R3 130.90 130.62 129.83
R2 130.19 130.19 129.76
R1 129.91 129.91 129.70 130.05
PP 129.48 129.48 129.48 129.55
S1 129.20 129.20 129.56 129.34
S2 128.77 128.77 129.50
S3 128.06 128.49 129.43
S4 127.35 127.78 129.24
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 132.06 131.60 129.26
R3 130.77 130.31 128.90
R2 129.48 129.48 128.79
R1 129.02 129.02 128.67 129.25
PP 128.19 128.19 128.19 128.31
S1 127.73 127.73 128.43 127.96
S2 126.90 126.90 128.31
S3 125.61 126.44 128.20
S4 124.32 125.15 127.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.76 128.09 1.67 1.3% 0.58 0.4% 92% True False 684,356
10 129.76 127.37 2.39 1.8% 0.62 0.5% 95% True False 697,775
20 129.76 127.37 2.39 1.8% 0.69 0.5% 95% True False 692,603
40 129.86 127.12 2.74 2.1% 0.69 0.5% 92% False False 728,950
60 129.93 124.90 5.03 3.9% 0.72 0.6% 94% False False 562,134
80 129.93 122.28 7.65 5.9% 0.73 0.6% 96% False False 421,986
100 129.93 121.60 8.33 6.4% 0.66 0.5% 96% False False 337,626
120 129.93 120.76 9.17 7.1% 0.58 0.4% 97% False False 281,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.78
2.618 131.62
1.618 130.91
1.000 130.47
0.618 130.20
HIGH 129.76
0.618 129.49
0.500 129.41
0.382 129.32
LOW 129.05
0.618 128.61
1.000 128.34
1.618 127.90
2.618 127.19
4.250 126.03
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 129.56 129.44
PP 129.48 129.24
S1 129.41 129.05

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.