Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 122.65 123.31 0.66 0.5% 124.40
High 123.33 123.32 -0.01 0.0% 124.52
Low 122.56 122.72 0.16 0.1% 122.56
Close 123.15 123.03 -0.12 -0.1% 123.15
Range 0.77 0.60 -0.17 -22.1% 1.96
ATR 0.71 0.70 -0.01 -1.1% 0.00
Volume 1,350,882 629,254 -721,628 -53.4% 4,407,819
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.82 124.53 123.36
R3 124.22 123.93 123.20
R2 123.62 123.62 123.14
R1 123.33 123.33 123.09 123.18
PP 123.02 123.02 123.02 122.95
S1 122.73 122.73 122.98 122.58
S2 122.42 122.42 122.92
S3 121.82 122.13 122.87
S4 121.22 121.53 122.70
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 129.29 128.18 124.23
R3 127.33 126.22 123.69
R2 125.37 125.37 123.51
R1 124.26 124.26 123.33 123.84
PP 123.41 123.41 123.41 123.20
S1 122.30 122.30 122.97 121.88
S2 121.45 121.45 122.79
S3 119.49 120.34 122.61
S4 117.53 118.38 122.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.49 122.56 1.93 1.6% 0.74 0.6% 24% False False 856,997
10 124.60 122.56 2.04 1.7% 0.61 0.5% 23% False False 829,198
20 124.60 122.29 2.31 1.9% 0.61 0.5% 32% False False 782,811
40 126.47 122.29 4.18 3.4% 0.66 0.5% 18% False False 789,656
60 126.52 122.29 4.23 3.4% 0.70 0.6% 17% False False 692,902
80 130.70 122.29 8.41 6.8% 0.75 0.6% 9% False False 544,076
100 131.91 122.29 9.62 7.8% 0.72 0.6% 8% False False 435,457
120 132.49 122.29 10.20 8.3% 0.71 0.6% 7% False False 362,962
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.87
2.618 124.89
1.618 124.29
1.000 123.92
0.618 123.69
HIGH 123.32
0.618 123.09
0.500 123.02
0.382 122.95
LOW 122.72
0.618 122.35
1.000 122.12
1.618 121.75
2.618 121.15
4.250 120.17
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 123.03 123.12
PP 123.02 123.09
S1 123.02 123.06

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.