Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 131.75 132.00 0.25 0.2% 131.61
High 131.83 132.49 0.66 0.5% 132.26
Low 131.74 131.60 -0.14 -0.1% 131.33
Close 131.80 132.16 0.36 0.3% 132.02
Range 0.09 0.89 0.80 888.9% 0.93
ATR 0.68 0.69 0.02 2.3% 0.00
Volume 6 473 467 7,783.3% 3,105
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.75 134.35 132.65
R3 133.86 133.46 132.40
R2 132.97 132.97 132.32
R1 132.57 132.57 132.24 132.77
PP 132.08 132.08 132.08 132.19
S1 131.68 131.68 132.08 131.88
S2 131.19 131.19 132.00
S3 130.30 130.79 131.92
S4 129.41 129.90 131.67
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.66 134.27 132.53
R3 133.73 133.34 132.28
R2 132.80 132.80 132.19
R1 132.41 132.41 132.11 132.61
PP 131.87 131.87 131.87 131.97
S1 131.48 131.48 131.93 131.68
S2 130.94 130.94 131.85
S3 130.01 130.55 131.76
S4 129.08 129.62 131.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.49 131.33 1.16 0.9% 0.48 0.4% 72% True False 570
10 132.49 130.98 1.51 1.1% 0.58 0.4% 78% True False 694
20 132.49 129.07 3.42 2.6% 0.66 0.5% 90% True False 485
40 133.16 129.07 4.09 3.1% 0.56 0.4% 76% False False 451
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 0.12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136.27
2.618 134.82
1.618 133.93
1.000 133.38
0.618 133.04
HIGH 132.49
0.618 132.15
0.500 132.05
0.382 131.94
LOW 131.60
0.618 131.05
1.000 130.71
1.618 130.16
2.618 129.27
4.250 127.82
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 132.12 132.08
PP 132.08 131.99
S1 132.05 131.91

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.