Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 114.74 114.08 -0.66 -0.6% 114.74
High 114.76 114.14 -0.62 -0.5% 115.21
Low 114.64 113.95 -0.69 -0.6% 114.40
Close 114.55 114.10 -0.45 -0.4% 114.50
Range 0.12 0.19 0.07 58.3% 0.81
ATR 0.35 0.37 0.02 5.1% 0.00
Volume 9 5 -4 -44.4% 1,546
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 114.63 114.56 114.20
R3 114.44 114.37 114.15
R2 114.25 114.25 114.13
R1 114.18 114.18 114.12 114.22
PP 114.06 114.06 114.06 114.08
S1 113.99 113.99 114.08 114.03
S2 113.87 113.87 114.07
S3 113.68 113.80 114.05
S4 113.49 113.61 114.00
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 117.13 116.63 114.95
R3 116.32 115.82 114.72
R2 115.51 115.51 114.65
R1 115.01 115.01 114.57 114.86
PP 114.70 114.70 114.70 114.63
S1 114.20 114.20 114.43 114.05
S2 113.89 113.89 114.35
S3 113.08 113.39 114.28
S4 112.27 112.58 114.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.08 113.95 1.13 1.0% 0.31 0.3% 13% False True 247
10 115.21 113.24 1.97 1.7% 0.41 0.4% 44% False False 195
20 115.21 113.14 2.07 1.8% 0.21 0.2% 46% False False 270
40 115.21 111.88 3.33 2.9% 0.10 0.1% 67% False False 510
60 115.21 109.67 5.54 4.9% 0.07 0.1% 80% False False 519
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.95
2.618 114.64
1.618 114.45
1.000 114.33
0.618 114.26
HIGH 114.14
0.618 114.07
0.500 114.05
0.382 114.02
LOW 113.95
0.618 113.83
1.000 113.76
1.618 113.64
2.618 113.45
4.250 113.14
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 114.08 114.39
PP 114.06 114.29
S1 114.05 114.20

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.