Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 129.74 129.23 -0.51 -0.4% 130.69
High 129.79 129.33 -0.46 -0.4% 130.75
Low 129.19 128.52 -0.67 -0.5% 129.39
Close 129.36 128.80 -0.56 -0.4% 129.65
Range 0.60 0.81 0.21 35.0% 1.36
ATR 0.73 0.74 0.01 1.0% 0.00
Volume 857,082 1,183,010 325,928 38.0% 3,444,214
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.31 130.87 129.25
R3 130.50 130.06 129.02
R2 129.69 129.69 128.95
R1 129.25 129.25 128.87 129.07
PP 128.88 128.88 128.88 128.79
S1 128.44 128.44 128.73 128.26
S2 128.07 128.07 128.65
S3 127.26 127.63 128.58
S4 126.45 126.82 128.35
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.01 133.19 130.40
R3 132.65 131.83 130.02
R2 131.29 131.29 129.90
R1 130.47 130.47 129.77 130.20
PP 129.93 129.93 129.93 129.80
S1 129.11 129.11 129.53 128.84
S2 128.57 128.57 129.40
S3 127.21 127.75 129.28
S4 125.85 126.39 128.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.04 128.52 1.52 1.2% 0.59 0.5% 18% False True 881,488
10 131.84 128.52 3.32 2.6% 0.66 0.5% 8% False True 685,436
20 132.36 128.52 3.84 3.0% 0.70 0.5% 7% False True 668,476
40 132.36 128.52 3.84 3.0% 0.79 0.6% 7% False True 777,444
60 133.29 127.78 5.51 4.3% 0.77 0.6% 19% False False 525,428
80 133.29 126.01 7.28 5.7% 0.72 0.6% 38% False False 394,210
100 133.29 125.81 7.48 5.8% 0.66 0.5% 40% False False 315,405
120 133.29 123.76 9.53 7.4% 0.56 0.4% 53% False False 262,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132.77
2.618 131.45
1.618 130.64
1.000 130.14
0.618 129.83
HIGH 129.33
0.618 129.02
0.500 128.93
0.382 128.83
LOW 128.52
0.618 128.02
1.000 127.71
1.618 127.21
2.618 126.40
4.250 125.08
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 128.93 129.26
PP 128.88 129.10
S1 128.84 128.95

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.