Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 120.60 120.27 -0.33 -0.3% 121.04
High 120.72 120.55 -0.17 -0.1% 121.77
Low 120.45 120.20 -0.25 -0.2% 120.45
Close 120.54 120.50 -0.04 0.0% 120.54
Range 0.27 0.35 0.08 29.6% 1.32
ATR 0.51 0.50 -0.01 -2.2% 0.00
Volume 927 444 -483 -52.1% 3,445
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 121.47 121.33 120.69
R3 121.12 120.98 120.60
R2 120.77 120.77 120.56
R1 120.63 120.63 120.53 120.70
PP 120.42 120.42 120.42 120.45
S1 120.28 120.28 120.47 120.35
S2 120.07 120.07 120.44
S3 119.72 119.93 120.40
S4 119.37 119.58 120.31
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.88 124.03 121.27
R3 123.56 122.71 120.90
R2 122.24 122.24 120.78
R1 121.39 121.39 120.66 121.16
PP 120.92 120.92 120.92 120.80
S1 120.07 120.07 120.42 119.84
S2 119.60 119.60 120.30
S3 118.28 118.75 120.18
S4 116.96 117.43 119.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.77 120.20 1.57 1.3% 0.48 0.4% 19% False True 762
10 122.32 120.20 2.12 1.8% 0.47 0.4% 14% False True 750
20 122.82 120.20 2.62 2.2% 0.47 0.4% 11% False True 685
40 122.82 119.83 2.99 2.5% 0.37 0.3% 22% False False 400
60 122.82 118.50 4.32 3.6% 0.27 0.2% 46% False False 307
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 0.06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.04
2.618 121.47
1.618 121.12
1.000 120.90
0.618 120.77
HIGH 120.55
0.618 120.42
0.500 120.38
0.382 120.33
LOW 120.20
0.618 119.98
1.000 119.85
1.618 119.63
2.618 119.28
4.250 118.71
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 120.46 120.66
PP 120.42 120.60
S1 120.38 120.55

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.