Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 130.00 129.37 -0.63 -0.5% 130.00
High 130.07 130.21 0.14 0.1% 130.79
Low 129.22 129.08 -0.14 -0.1% 129.08
Close 129.38 129.77 0.39 0.3% 129.77
Range 0.85 1.13 0.28 32.9% 1.71
ATR 0.85 0.87 0.02 2.4% 0.00
Volume 1,223,169 1,111,102 -112,067 -9.2% 5,175,219
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 133.08 132.55 130.39
R3 131.95 131.42 130.08
R2 130.82 130.82 129.98
R1 130.29 130.29 129.87 130.56
PP 129.69 129.69 129.69 129.82
S1 129.16 129.16 129.67 129.43
S2 128.56 128.56 129.56
S3 127.43 128.03 129.46
S4 126.30 126.90 129.15
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 135.01 134.10 130.71
R3 133.30 132.39 130.24
R2 131.59 131.59 130.08
R1 130.68 130.68 129.93 130.28
PP 129.88 129.88 129.88 129.68
S1 128.97 128.97 129.61 128.57
S2 128.17 128.17 129.46
S3 126.46 127.26 129.30
S4 124.75 125.55 128.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.79 129.08 1.71 1.3% 0.82 0.6% 40% False True 1,035,043
10 132.14 129.08 3.06 2.4% 0.89 0.7% 23% False True 1,008,425
20 133.29 129.08 4.21 3.2% 0.92 0.7% 16% False True 566,210
40 133.29 126.01 7.28 5.6% 0.73 0.6% 52% False False 284,880
60 133.29 126.01 7.28 5.6% 0.65 0.5% 52% False False 189,967
80 133.29 125.81 7.48 5.8% 0.58 0.4% 53% False False 142,524
100 133.29 123.49 9.80 7.6% 0.47 0.4% 64% False False 114,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135.01
2.618 133.17
1.618 132.04
1.000 131.34
0.618 130.91
HIGH 130.21
0.618 129.78
0.500 129.65
0.382 129.51
LOW 129.08
0.618 128.38
1.000 127.95
1.618 127.25
2.618 126.12
4.250 124.28
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 129.73 129.82
PP 129.69 129.80
S1 129.65 129.79

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.