Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 121.28 121.04 -0.24 -0.2% 121.24
High 121.38 121.32 -0.06 0.0% 121.74
Low 120.78 120.54 -0.24 -0.2% 120.17
Close 121.07 120.76 -0.31 -0.3% 121.61
Range 0.60 0.78 0.18 30.0% 1.57
ATR 0.63 0.64 0.01 1.8% 0.00
Volume 821,551 902,225 80,674 9.8% 2,174,544
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.21 122.77 121.19
R3 122.43 121.99 120.97
R2 121.65 121.65 120.90
R1 121.21 121.21 120.83 121.04
PP 120.87 120.87 120.87 120.79
S1 120.43 120.43 120.69 120.26
S2 120.09 120.09 120.62
S3 119.31 119.65 120.55
S4 118.53 118.87 120.33
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.88 125.32 122.47
R3 124.31 123.75 122.04
R2 122.74 122.74 121.90
R1 122.18 122.18 121.75 122.46
PP 121.17 121.17 121.17 121.32
S1 120.61 120.61 121.47 120.89
S2 119.60 119.60 121.32
S3 118.03 119.04 121.18
S4 116.46 117.47 120.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.74 120.17 1.57 1.3% 0.70 0.6% 38% False False 769,447
10 121.74 120.17 1.57 1.3% 0.62 0.5% 38% False False 601,935
20 121.74 120.17 1.57 1.3% 0.60 0.5% 38% False False 314,803
40 121.74 118.61 3.13 2.6% 0.60 0.5% 69% False False 158,451
60 121.74 118.61 3.13 2.6% 0.54 0.5% 69% False False 105,654
80 121.74 116.37 5.37 4.4% 0.48 0.4% 82% False False 79,274
100 122.08 116.37 5.71 4.7% 0.38 0.3% 77% False False 63,445
120 123.48 116.37 7.11 5.9% 0.32 0.3% 62% False False 52,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.64
2.618 123.36
1.618 122.58
1.000 122.10
0.618 121.80
HIGH 121.32
0.618 121.02
0.500 120.93
0.382 120.84
LOW 120.54
0.618 120.06
1.000 119.76
1.618 119.28
2.618 118.50
4.250 117.23
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 120.93 121.08
PP 120.87 120.97
S1 120.82 120.87

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.