Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 131.69 132.07 0.38 0.3% 130.06
High 132.31 132.62 0.31 0.2% 131.54
Low 131.68 131.78 0.10 0.1% 129.81
Close 132.16 132.45 0.29 0.2% 131.48
Range 0.63 0.84 0.21 33.3% 1.73
ATR 0.68 0.70 0.01 1.6% 0.00
Volume 756,833 899,575 142,742 18.9% 3,095,856
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 134.80 134.47 132.91
R3 133.96 133.63 132.68
R2 133.12 133.12 132.60
R1 132.79 132.79 132.53 132.96
PP 132.28 132.28 132.28 132.37
S1 131.95 131.95 132.37 132.12
S2 131.44 131.44 132.30
S3 130.60 131.11 132.22
S4 129.76 130.27 131.99
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.13 135.54 132.43
R3 134.40 133.81 131.96
R2 132.67 132.67 131.80
R1 132.08 132.08 131.64 132.38
PP 130.94 130.94 130.94 131.09
S1 130.35 130.35 131.32 130.65
S2 129.21 129.21 131.16
S3 127.48 128.62 131.00
S4 125.75 126.89 130.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.62 130.94 1.68 1.3% 0.70 0.5% 90% True False 777,220
10 132.62 129.44 3.18 2.4% 0.65 0.5% 95% True False 699,758
20 132.62 127.37 5.25 4.0% 0.64 0.5% 97% True False 698,766
40 132.62 127.37 5.25 4.0% 0.66 0.5% 97% True False 699,222
60 132.62 127.12 5.50 4.2% 0.69 0.5% 97% True False 677,531
80 132.62 123.63 8.99 6.8% 0.74 0.6% 98% True False 509,299
100 132.62 121.60 11.02 8.3% 0.68 0.5% 98% True False 407,588
120 132.62 121.50 11.12 8.4% 0.63 0.5% 98% True False 339,673
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.19
2.618 134.82
1.618 133.98
1.000 133.46
0.618 133.14
HIGH 132.62
0.618 132.30
0.500 132.20
0.382 132.10
LOW 131.78
0.618 131.26
1.000 130.94
1.618 130.42
2.618 129.58
4.250 128.21
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 132.37 132.34
PP 132.28 132.24
S1 132.20 132.13

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.