Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 122.51 122.65 0.14 0.1% 122.45
High 122.80 123.44 0.64 0.5% 123.12
Low 122.34 122.64 0.30 0.2% 122.29
Close 122.68 123.07 0.39 0.3% 122.78
Range 0.46 0.80 0.34 73.9% 0.83
ATR 0.66 0.67 0.01 1.6% 0.00
Volume 833,159 1,078,066 244,907 29.4% 3,950,043
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.45 125.06 123.51
R3 124.65 124.26 123.29
R2 123.85 123.85 123.22
R1 123.46 123.46 123.14 123.66
PP 123.05 123.05 123.05 123.15
S1 122.66 122.66 123.00 122.86
S2 122.25 122.25 122.92
S3 121.45 121.86 122.85
S4 120.65 121.06 122.63
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.22 124.83 123.24
R3 124.39 124.00 123.01
R2 123.56 123.56 122.93
R1 123.17 123.17 122.86 123.37
PP 122.73 122.73 122.73 122.83
S1 122.34 122.34 122.70 122.54
S2 121.90 121.90 122.63
S3 121.07 121.51 122.55
S4 120.24 120.68 122.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.44 122.29 1.15 0.9% 0.59 0.5% 68% True False 851,372
10 123.44 122.29 1.15 0.9% 0.59 0.5% 68% True False 839,830
20 124.50 122.29 2.21 1.8% 0.61 0.5% 35% False False 759,406
40 126.52 122.29 4.23 3.4% 0.70 0.6% 18% False False 688,591
60 129.14 122.29 6.85 5.6% 0.76 0.6% 11% False False 572,362
80 131.05 122.29 8.76 7.1% 0.75 0.6% 9% False False 429,925
100 132.49 122.29 10.20 8.3% 0.71 0.6% 8% False False 344,079
120 133.16 122.29 10.87 8.8% 0.71 0.6% 7% False False 286,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 126.84
2.618 125.53
1.618 124.73
1.000 124.24
0.618 123.93
HIGH 123.44
0.618 123.13
0.500 123.04
0.382 122.95
LOW 122.64
0.618 122.15
1.000 121.84
1.618 121.35
2.618 120.55
4.250 119.24
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 123.06 123.01
PP 123.05 122.95
S1 123.04 122.89

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.