Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 129.12 129.58 0.46 0.4% 126.95
High 129.78 129.90 0.12 0.1% 128.72
Low 129.01 129.53 0.52 0.4% 126.66
Close 129.71 129.76 0.05 0.0% 128.68
Range 0.77 0.37 -0.40 -51.9% 2.06
ATR 0.60 0.59 -0.02 -2.8% 0.00
Volume 1,707 1,888 181 10.6% 8,821
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 130.84 130.67 129.96
R3 130.47 130.30 129.86
R2 130.10 130.10 129.83
R1 129.93 129.93 129.79 130.02
PP 129.73 129.73 129.73 129.77
S1 129.56 129.56 129.73 129.65
S2 129.36 129.36 129.69
S3 128.99 129.19 129.66
S4 128.62 128.82 129.56
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.20 133.50 129.81
R3 132.14 131.44 129.25
R2 130.08 130.08 129.06
R1 129.38 129.38 128.87 129.73
PP 128.02 128.02 128.02 128.20
S1 127.32 127.32 128.49 127.67
S2 125.96 125.96 128.30
S3 123.90 125.26 128.11
S4 121.84 123.20 127.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.90 128.05 1.85 1.4% 0.52 0.4% 92% True False 1,631
10 129.90 126.66 3.24 2.5% 0.50 0.4% 96% True False 1,675
20 129.90 126.01 3.89 3.0% 0.56 0.4% 96% True False 920
40 129.90 125.81 4.09 3.2% 0.49 0.4% 97% True False 545
60 129.90 125.81 4.09 3.2% 0.40 0.3% 97% True False 412
80 129.90 122.97 6.93 5.3% 0.31 0.2% 98% True False 402
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 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.47
2.618 130.87
1.618 130.50
1.000 130.27
0.618 130.13
HIGH 129.90
0.618 129.76
0.500 129.72
0.382 129.67
LOW 129.53
0.618 129.30
1.000 129.16
1.618 128.93
2.618 128.56
4.250 127.96
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 129.75 129.56
PP 129.73 129.36
S1 129.72 129.16

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.