Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 119.66 119.85 0.19 0.2% 118.48
High 119.90 119.85 -0.05 0.0% 119.66
Low 119.65 119.50 -0.15 -0.1% 118.48
Close 119.83 119.76 -0.07 -0.1% 119.64
Range 0.25 0.35 0.10 40.0% 1.18
ATR 0.49 0.48 -0.01 -2.1% 0.00
Volume 10 17 7 70.0% 379
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.75 120.61 119.95
R3 120.40 120.26 119.86
R2 120.05 120.05 119.82
R1 119.91 119.91 119.79 119.81
PP 119.70 119.70 119.70 119.65
S1 119.56 119.56 119.73 119.46
S2 119.35 119.35 119.70
S3 119.00 119.21 119.66
S4 118.65 118.86 119.57
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.80 122.40 120.29
R3 121.62 121.22 119.96
R2 120.44 120.44 119.86
R1 120.04 120.04 119.75 120.24
PP 119.26 119.26 119.26 119.36
S1 118.86 118.86 119.53 119.06
S2 118.08 118.08 119.42
S3 116.90 117.68 119.32
S4 115.72 116.50 118.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.90 118.70 1.20 1.0% 0.39 0.3% 88% False False 71
10 119.90 117.54 2.36 2.0% 0.42 0.3% 94% False False 85
20 119.90 116.37 3.53 2.9% 0.38 0.3% 96% False False 108
40 121.09 116.37 4.72 3.9% 0.19 0.2% 72% False False 110
60 122.19 116.37 5.82 4.9% 0.13 0.1% 58% False False 270
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.34
2.618 120.77
1.618 120.42
1.000 120.20
0.618 120.07
HIGH 119.85
0.618 119.72
0.500 119.68
0.382 119.63
LOW 119.50
0.618 119.28
1.000 119.15
1.618 118.93
2.618 118.58
4.250 118.01
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 119.73 119.69
PP 119.70 119.62
S1 119.68 119.55

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.