Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 121.77 122.60 0.83 0.7% 123.77
High 122.72 124.19 1.47 1.2% 123.95
Low 121.57 122.47 0.90 0.7% 121.33
Close 122.40 122.99 0.59 0.5% 121.56
Range 1.15 1.72 0.57 49.6% 2.62
ATR 1.13 1.18 0.05 4.2% 0.00
Volume 390,852 488,500 97,648 25.0% 2,820,846
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 128.38 127.40 123.94
R3 126.66 125.68 123.46
R2 124.94 124.94 123.31
R1 123.96 123.96 123.15 124.45
PP 123.22 123.22 123.22 123.46
S1 122.24 122.24 122.83 122.73
S2 121.50 121.50 122.67
S3 119.78 120.52 122.52
S4 118.06 118.80 122.04
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 130.14 128.47 123.00
R3 127.52 125.85 122.28
R2 124.90 124.90 122.04
R1 123.23 123.23 121.80 122.76
PP 122.28 122.28 122.28 122.04
S1 120.61 120.61 121.32 120.14
S2 119.66 119.66 121.08
S3 117.04 117.99 120.84
S4 114.42 115.37 120.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.19 121.33 2.86 2.3% 1.31 1.1% 58% True False 507,622
10 125.39 121.33 4.06 3.3% 1.33 1.1% 41% False False 551,774
20 125.39 119.24 6.15 5.0% 1.17 0.9% 61% False False 303,061
40 125.39 116.00 9.39 7.6% 0.95 0.8% 74% False False 152,482
60 125.39 113.74 11.65 9.5% 0.90 0.7% 79% False False 101,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.50
2.618 128.69
1.618 126.97
1.000 125.91
0.618 125.25
HIGH 124.19
0.618 123.53
0.500 123.33
0.382 123.13
LOW 122.47
0.618 121.41
1.000 120.75
1.618 119.69
2.618 117.97
4.250 115.16
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 123.33 122.91
PP 123.22 122.84
S1 123.10 122.76

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.