Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 122.90 123.10 0.20 0.2% 123.12
High 122.90 123.29 0.39 0.3% 123.37
Low 122.48 122.90 0.42 0.3% 122.37
Close 122.45 122.95 0.50 0.4% 122.95
Range 0.42 0.39 -0.03 -7.1% 1.00
ATR 0.41 0.44 0.03 7.4% 0.00
Volume 75 5 -70 -93.3% 363
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 124.22 123.97 123.16
R3 123.83 123.58 123.06
R2 123.44 123.44 123.02
R1 123.19 123.19 122.99 123.12
PP 123.05 123.05 123.05 123.01
S1 122.80 122.80 122.91 122.73
S2 122.66 122.66 122.88
S3 122.27 122.41 122.84
S4 121.88 122.02 122.74
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.90 125.42 123.50
R3 124.90 124.42 123.23
R2 123.90 123.90 123.13
R1 123.42 123.42 123.04 123.16
PP 122.90 122.90 122.90 122.77
S1 122.42 122.42 122.86 122.16
S2 121.90 121.90 122.77
S3 120.90 121.42 122.68
S4 119.90 120.42 122.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.37 122.37 1.00 0.8% 0.45 0.4% 58% False False 72
10 125.44 122.37 3.07 2.5% 0.39 0.3% 19% False False 154
20 128.13 122.37 5.76 4.7% 0.20 0.2% 10% False False 124
40 129.76 122.37 7.39 6.0% 0.10 0.1% 8% False False 159
60 131.02 122.37 8.65 7.0% 0.07 0.1% 7% False False 136
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.95
2.618 124.31
1.618 123.92
1.000 123.68
0.618 123.53
HIGH 123.29
0.618 123.14
0.500 123.10
0.382 123.05
LOW 122.90
0.618 122.66
1.000 122.51
1.618 122.27
2.618 121.88
4.250 121.24
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 123.10 122.92
PP 123.05 122.88
S1 123.00 122.85

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.