Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 131.44 131.81 0.37 0.3% 130.83
High 131.88 132.17 0.29 0.2% 132.20
Low 131.36 131.31 -0.05 0.0% 130.63
Close 131.71 131.45 -0.26 -0.2% 131.31
Range 0.52 0.86 0.34 65.4% 1.57
ATR 0.88 0.88 0.00 -0.1% 0.00
Volume 683,443 985,266 301,823 44.2% 4,296,087
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.22 133.70 131.92
R3 133.36 132.84 131.69
R2 132.50 132.50 131.61
R1 131.98 131.98 131.53 131.81
PP 131.64 131.64 131.64 131.56
S1 131.12 131.12 131.37 130.95
S2 130.78 130.78 131.29
S3 129.92 130.26 131.21
S4 129.06 129.40 130.98
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 136.09 135.27 132.17
R3 134.52 133.70 131.74
R2 132.95 132.95 131.60
R1 132.13 132.13 131.45 132.54
PP 131.38 131.38 131.38 131.59
S1 130.56 130.56 131.17 130.97
S2 129.81 129.81 131.02
S3 128.24 128.99 130.88
S4 126.67 127.42 130.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.20 130.63 1.57 1.2% 0.82 0.6% 52% False False 1,033,713
10 132.20 130.29 1.91 1.5% 0.85 0.6% 61% False False 943,811
20 132.20 129.08 3.12 2.4% 0.87 0.7% 76% False False 954,407
40 133.29 129.01 4.28 3.3% 0.84 0.6% 57% False False 559,183
60 133.29 126.01 7.28 5.5% 0.74 0.6% 75% False False 373,053
80 133.29 125.81 7.48 5.7% 0.66 0.5% 75% False False 279,842
100 133.29 125.47 7.82 5.9% 0.56 0.4% 76% False False 223,887
120 133.29 122.76 10.53 8.0% 0.47 0.4% 83% False False 186,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.83
2.618 134.42
1.618 133.56
1.000 133.03
0.618 132.70
HIGH 132.17
0.618 131.84
0.500 131.74
0.382 131.64
LOW 131.31
0.618 130.78
1.000 130.45
1.618 129.92
2.618 129.06
4.250 127.66
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 131.74 131.43
PP 131.64 131.42
S1 131.55 131.40

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.