Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 128.85 129.13 0.28 0.2% 126.95
High 129.55 129.23 -0.32 -0.2% 128.97
Low 128.82 128.60 -0.22 -0.2% 126.21
Close 129.38 128.72 -0.66 -0.5% 128.54
Range 0.73 0.63 -0.10 -13.7% 2.76
ATR 0.93 0.92 -0.01 -1.2% 0.00
Volume 1,015,407 1,136,668 121,261 11.9% 5,285,466
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 130.74 130.36 129.07
R3 130.11 129.73 128.89
R2 129.48 129.48 128.84
R1 129.10 129.10 128.78 128.98
PP 128.85 128.85 128.85 128.79
S1 128.47 128.47 128.66 128.35
S2 128.22 128.22 128.60
S3 127.59 127.84 128.55
S4 126.96 127.21 128.37
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 136.19 135.12 130.06
R3 133.43 132.36 129.30
R2 130.67 130.67 129.05
R1 129.60 129.60 128.79 130.14
PP 127.91 127.91 127.91 128.17
S1 126.84 126.84 128.29 127.38
S2 125.15 125.15 128.03
S3 122.39 124.08 127.78
S4 119.63 121.32 127.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.55 127.19 2.36 1.8% 0.84 0.7% 65% False False 1,019,714
10 129.55 125.37 4.18 3.2% 0.89 0.7% 80% False False 965,824
20 129.55 124.23 5.32 4.1% 0.93 0.7% 84% False False 1,057,057
40 129.55 122.11 7.44 5.8% 0.76 0.6% 89% False False 997,708
60 129.55 122.07 7.48 5.8% 0.66 0.5% 89% False False 907,340
80 129.55 121.10 8.45 6.6% 0.61 0.5% 90% False False 685,235
100 129.55 119.78 9.77 7.6% 0.56 0.4% 92% False False 548,228
120 129.55 119.52 10.03 7.8% 0.52 0.4% 92% False False 456,873
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.91
2.618 130.88
1.618 130.25
1.000 129.86
0.618 129.62
HIGH 129.23
0.618 128.99
0.500 128.92
0.382 128.84
LOW 128.60
0.618 128.21
1.000 127.97
1.618 127.58
2.618 126.95
4.250 125.92
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 128.92 128.93
PP 128.85 128.86
S1 128.79 128.79

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.