Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 129.87 129.50 -0.37 -0.3% 130.69
High 130.04 129.84 -0.20 -0.2% 130.75
Low 129.39 129.40 0.01 0.0% 129.39
Close 129.62 129.65 0.03 0.0% 129.65
Range 0.65 0.44 -0.21 -32.3% 1.36
ATR 0.79 0.76 -0.02 -3.2% 0.00
Volume 1,037,104 757,026 -280,078 -27.0% 3,444,214
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 130.95 130.74 129.89
R3 130.51 130.30 129.77
R2 130.07 130.07 129.73
R1 129.86 129.86 129.69 129.97
PP 129.63 129.63 129.63 129.68
S1 129.42 129.42 129.61 129.53
S2 129.19 129.19 129.57
S3 128.75 128.98 129.53
S4 128.31 128.54 129.41
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 134.01 133.19 130.40
R3 132.65 131.83 130.02
R2 131.29 131.29 129.90
R1 130.47 130.47 129.77 130.20
PP 129.93 129.93 129.93 129.80
S1 129.11 129.11 129.53 128.84
S2 128.57 128.57 129.40
S3 127.21 127.75 129.28
S4 125.85 126.39 128.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.75 129.39 1.36 1.0% 0.58 0.4% 19% False False 688,842
10 132.36 129.39 2.97 2.3% 0.66 0.5% 9% False False 563,000
20 132.36 129.39 2.97 2.3% 0.72 0.6% 9% False False 625,226
40 133.29 129.08 4.21 3.2% 0.81 0.6% 14% False False 719,065
60 133.29 126.66 6.63 5.1% 0.76 0.6% 45% False False 481,998
80 133.29 126.01 7.28 5.6% 0.71 0.5% 50% False False 361,545
100 133.29 125.81 7.48 5.8% 0.65 0.5% 51% False False 289,274
120 133.29 123.49 9.80 7.6% 0.54 0.4% 63% False False 241,083
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.71
2.618 130.99
1.618 130.55
1.000 130.28
0.618 130.11
HIGH 129.84
0.618 129.67
0.500 129.62
0.382 129.57
LOW 129.40
0.618 129.13
1.000 128.96
1.618 128.69
2.618 128.25
4.250 127.53
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 129.64 129.92
PP 129.63 129.83
S1 129.62 129.74

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.