Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 131.66 131.11 -0.55 -0.4% 131.73
High 131.84 131.29 -0.55 -0.4% 132.36
Low 130.98 130.34 -0.64 -0.5% 130.34
Close 131.44 130.72 -0.72 -0.5% 130.72
Range 0.86 0.95 0.09 10.5% 2.02
ATR 0.83 0.85 0.02 2.4% 0.00
Volume 796,843 0 -796,843 -100.0% 2,185,788
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.63 133.13 131.24
R3 132.68 132.18 130.98
R2 131.73 131.73 130.89
R1 131.23 131.23 130.81 131.01
PP 130.78 130.78 130.78 130.67
S1 130.28 130.28 130.63 130.06
S2 129.83 129.83 130.55
S3 128.88 129.33 130.46
S4 127.93 128.38 130.20
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 137.20 135.98 131.83
R3 135.18 133.96 131.28
R2 133.16 133.16 131.09
R1 131.94 131.94 130.91 131.54
PP 131.14 131.14 131.14 130.94
S1 129.92 129.92 130.53 129.52
S2 129.12 129.12 130.35
S3 127.10 127.90 130.16
S4 125.08 125.88 129.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.36 130.34 2.02 1.5% 0.74 0.6% 19% False True 437,157
10 132.36 130.34 2.02 1.5% 0.71 0.5% 19% False True 476,422
20 132.36 129.24 3.12 2.4% 0.79 0.6% 47% False False 704,089
40 133.29 129.08 4.21 3.2% 0.85 0.7% 39% False False 635,150
60 133.29 126.01 7.28 5.6% 0.75 0.6% 65% False False 424,616
80 133.29 126.01 7.28 5.6% 0.69 0.5% 65% False False 318,498
100 133.29 125.81 7.48 5.7% 0.62 0.5% 66% False False 254,837
120 133.29 123.49 9.80 7.5% 0.52 0.4% 74% False False 212,397
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.33
2.618 133.78
1.618 132.83
1.000 132.24
0.618 131.88
HIGH 131.29
0.618 130.93
0.500 130.82
0.382 130.70
LOW 130.34
0.618 129.75
1.000 129.39
1.618 128.80
2.618 127.85
4.250 126.30
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 130.82 131.09
PP 130.78 130.97
S1 130.75 130.84

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.