Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 120.69 120.78 0.09 0.1% 121.34
High 120.94 121.66 0.72 0.6% 122.04
Low 120.51 120.72 0.21 0.2% 120.74
Close 120.83 121.52 0.69 0.6% 120.84
Range 0.43 0.94 0.51 118.6% 1.30
ATR 0.61 0.63 0.02 3.9% 0.00
Volume 719,980 877,976 157,996 21.9% 3,837,194
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.12 123.76 122.04
R3 123.18 122.82 121.78
R2 122.24 122.24 121.69
R1 121.88 121.88 121.61 122.06
PP 121.30 121.30 121.30 121.39
S1 120.94 120.94 121.43 121.12
S2 120.36 120.36 121.35
S3 119.42 120.00 121.26
S4 118.48 119.06 121.00
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 125.11 124.27 121.56
R3 123.81 122.97 121.20
R2 122.51 122.51 121.08
R1 121.67 121.67 120.96 121.44
PP 121.21 121.21 121.21 121.09
S1 120.37 120.37 120.72 120.14
S2 119.91 119.91 120.60
S3 118.61 119.07 120.48
S4 117.31 117.77 120.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.84 120.51 1.33 1.1% 0.62 0.5% 76% False False 809,907
10 122.35 120.51 1.84 1.5% 0.60 0.5% 55% False False 813,291
20 123.04 120.51 2.53 2.1% 0.58 0.5% 40% False False 783,414
40 123.04 119.85 3.19 2.6% 0.60 0.5% 52% False False 704,466
60 123.04 118.61 4.43 3.6% 0.60 0.5% 66% False False 472,481
80 123.04 118.61 4.43 3.6% 0.59 0.5% 66% False False 354,558
100 123.04 116.44 6.60 5.4% 0.54 0.4% 77% False False 283,662
120 123.04 116.37 6.67 5.5% 0.46 0.4% 77% False False 236,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125.66
2.618 124.12
1.618 123.18
1.000 122.60
0.618 122.24
HIGH 121.66
0.618 121.30
0.500 121.19
0.382 121.08
LOW 120.72
0.618 120.14
1.000 119.78
1.618 119.20
2.618 118.26
4.250 116.73
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 121.41 121.38
PP 121.30 121.23
S1 121.19 121.09

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.