Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 129.69 130.16 0.47 0.4% 129.72
High 130.32 130.75 0.43 0.3% 129.99
Low 129.68 129.33 -0.35 -0.3% 128.52
Close 130.24 130.43 0.19 0.1% 129.23
Range 0.64 1.42 0.78 121.9% 1.47
ATR 0.71 0.76 0.05 7.1% 0.00
Volume 845,780 0 -845,780 -100.0% 4,465,083
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 134.43 133.85 131.21
R3 133.01 132.43 130.82
R2 131.59 131.59 130.69
R1 131.01 131.01 130.56 131.30
PP 130.17 130.17 130.17 130.32
S1 129.59 129.59 130.30 129.88
S2 128.75 128.75 130.17
S3 127.33 128.17 130.04
S4 125.91 126.75 129.65
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.66 132.91 130.04
R3 132.19 131.44 129.63
R2 130.72 130.72 129.50
R1 129.97 129.97 129.36 129.61
PP 129.25 129.25 129.25 129.07
S1 128.50 128.50 129.10 128.14
S2 127.78 127.78 128.96
S3 126.31 127.03 128.83
S4 124.84 125.56 128.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.75 128.85 1.90 1.5% 0.82 0.6% 83% True False 696,033
10 130.75 128.52 2.23 1.7% 0.69 0.5% 86% True False 771,111
20 132.36 128.52 3.84 2.9% 0.69 0.5% 50% False False 629,204
40 132.36 128.52 3.84 2.9% 0.76 0.6% 50% False False 763,049
60 133.29 128.52 4.77 3.7% 0.79 0.6% 40% False False 597,625
80 133.29 126.01 7.28 5.6% 0.73 0.6% 61% False False 448,449
100 133.29 125.81 7.48 5.7% 0.67 0.5% 62% False False 358,793
120 133.29 125.81 7.48 5.7% 0.60 0.5% 62% False False 299,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 149 trading days
Fibonacci Retracements and Extensions
4.250 136.79
2.618 134.47
1.618 133.05
1.000 132.17
0.618 131.63
HIGH 130.75
0.618 130.21
0.500 130.04
0.382 129.87
LOW 129.33
0.618 128.45
1.000 127.91
1.618 127.03
2.618 125.61
4.250 123.30
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 130.30 130.30
PP 130.17 130.17
S1 130.04 130.04

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.