Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 131.62 131.25 -0.37 -0.3% 132.38
High 132.06 131.35 -0.71 -0.5% 133.16
Low 131.20 130.50 -0.70 -0.5% 130.46
Close 131.25 130.76 -0.49 -0.4% 130.59
Range 0.86 0.85 -0.01 -1.2% 2.70
ATR 0.57 0.59 0.02 3.5% 0.00
Volume 156 1,034 878 562.8% 5,142
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 133.42 132.94 131.23
R3 132.57 132.09 130.99
R2 131.72 131.72 130.92
R1 131.24 131.24 130.84 131.06
PP 130.87 130.87 130.87 130.78
S1 130.39 130.39 130.68 130.21
S2 130.02 130.02 130.60
S3 129.17 129.54 130.53
S4 128.32 128.69 130.29
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 139.50 137.75 132.08
R3 136.80 135.05 131.33
R2 134.10 134.10 131.09
R1 132.35 132.35 130.84 131.88
PP 131.40 131.40 131.40 131.17
S1 129.65 129.65 130.34 129.18
S2 128.70 128.70 130.10
S3 126.00 126.95 129.85
S4 123.30 124.25 129.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.06 130.46 1.60 1.2% 0.70 0.5% 19% False False 875
10 133.16 130.46 2.70 2.1% 0.60 0.5% 11% False False 676
20 133.16 129.55 3.61 2.8% 0.40 0.3% 34% False False 375
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 2 trading days
Fibonacci Retracements and Extensions
4.250 134.96
2.618 133.58
1.618 132.73
1.000 132.20
0.618 131.88
HIGH 131.35
0.618 131.03
0.500 130.93
0.382 130.82
LOW 130.50
0.618 129.97
1.000 129.65
1.618 129.12
2.618 128.27
4.250 126.89
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 130.93 131.28
PP 130.87 131.11
S1 130.82 130.93

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.