Euro Bund Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 134.05 133.48 -0.57 -0.4% 132.72
High 134.54 134.44 -0.10 -0.1% 134.73
Low 133.25 133.48 0.23 0.2% 132.60
Close 133.66 134.19 0.53 0.4% 133.66
Range 1.29 0.96 -0.33 -25.6% 2.13
ATR 0.79 0.80 0.01 1.5% 0.00
Volume 1,121,507 0 -1,121,507 -100.0% 4,835,303
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 136.92 136.51 134.72
R3 135.96 135.55 134.45
R2 135.00 135.00 134.37
R1 134.59 134.59 134.28 134.80
PP 134.04 134.04 134.04 134.14
S1 133.63 133.63 134.10 133.84
S2 133.08 133.08 134.01
S3 132.12 132.67 133.93
S4 131.16 131.71 133.66
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 140.05 138.99 134.83
R3 137.92 136.86 134.25
R2 135.79 135.79 134.05
R1 134.73 134.73 133.86 135.26
PP 133.66 133.66 133.66 133.93
S1 132.60 132.60 133.46 133.13
S2 131.53 131.53 133.27
S3 129.40 130.47 133.07
S4 127.27 128.34 132.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.73 132.83 1.90 1.4% 1.12 0.8% 72% False False 865,484
10 134.73 131.64 3.09 2.3% 0.85 0.6% 83% False False 729,891
20 134.73 128.34 6.39 4.8% 0.75 0.6% 92% False False 697,617
40 134.73 127.37 7.36 5.5% 0.72 0.5% 93% False False 692,190
60 134.73 127.12 7.61 5.7% 0.71 0.5% 93% False False 726,009
80 134.73 124.37 10.36 7.7% 0.73 0.5% 95% False False 569,608
100 134.73 121.60 13.13 9.8% 0.72 0.5% 96% False False 455,927
120 134.73 121.55 13.18 9.8% 0.66 0.5% 96% False False 379,965
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.52
2.618 136.95
1.618 135.99
1.000 135.40
0.618 135.03
HIGH 134.44
0.618 134.07
0.500 133.96
0.382 133.85
LOW 133.48
0.618 132.89
1.000 132.52
1.618 131.93
2.618 130.97
4.250 129.40
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 134.11 134.09
PP 134.04 133.99
S1 133.96 133.90

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.