Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 117.54 118.48 0.94 0.8% 117.52
High 118.56 118.92 0.36 0.3% 118.56
Low 117.54 118.48 0.94 0.8% 117.52
Close 118.39 118.88 0.49 0.4% 118.39
Range 1.02 0.44 -0.58 -56.9% 1.04
ATR 0.56 0.55 0.00 -0.3% 0.00
Volume 9 6 -3 -33.3% 602
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.08 119.92 119.12
R3 119.64 119.48 119.00
R2 119.20 119.20 118.96
R1 119.04 119.04 118.92 119.12
PP 118.76 118.76 118.76 118.80
S1 118.60 118.60 118.84 118.68
S2 118.32 118.32 118.80
S3 117.88 118.16 118.76
S4 117.44 117.72 118.64
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.28 120.87 118.96
R3 120.24 119.83 118.68
R2 119.20 119.20 118.58
R1 118.79 118.79 118.49 119.00
PP 118.16 118.16 118.16 118.26
S1 117.75 117.75 118.29 117.96
S2 117.12 117.12 118.20
S3 116.08 116.71 118.10
S4 115.04 115.67 117.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.92 117.54 1.38 1.2% 0.49 0.4% 97% True False 103
10 118.92 116.44 2.48 2.1% 0.44 0.4% 98% True False 98
20 118.92 116.37 2.55 2.1% 0.28 0.2% 98% True False 135
40 122.08 116.37 5.71 4.8% 0.14 0.1% 44% False False 134
60 123.48 116.37 7.11 6.0% 0.09 0.1% 35% False False 287
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 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.79
2.618 120.07
1.618 119.63
1.000 119.36
0.618 119.19
HIGH 118.92
0.618 118.75
0.500 118.70
0.382 118.65
LOW 118.48
0.618 118.21
1.000 118.04
1.618 117.77
2.618 117.33
4.250 116.61
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 118.82 118.66
PP 118.76 118.45
S1 118.70 118.23

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.