Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 121.11 120.98 -0.13 -0.1% 121.67
High 121.20 121.23 0.03 0.0% 121.89
Low 120.84 120.82 -0.02 0.0% 120.73
Close 121.17 120.93 -0.24 -0.2% 121.00
Range 0.36 0.41 0.05 13.9% 1.16
ATR 0.61 0.60 -0.01 -2.3% 0.00
Volume 578,857 742,115 163,258 28.2% 4,090,999
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.22 121.99 121.16
R3 121.81 121.58 121.04
R2 121.40 121.40 121.01
R1 121.17 121.17 120.97 121.08
PP 120.99 120.99 120.99 120.95
S1 120.76 120.76 120.89 120.67
S2 120.58 120.58 120.85
S3 120.17 120.35 120.82
S4 119.76 119.94 120.70
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.69 124.00 121.64
R3 123.53 122.84 121.32
R2 122.37 122.37 121.21
R1 121.68 121.68 121.11 121.45
PP 121.21 121.21 121.21 121.09
S1 120.52 120.52 120.89 120.29
S2 120.05 120.05 120.79
S3 118.89 119.36 120.68
S4 117.73 118.20 120.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.61 120.73 0.88 0.7% 0.42 0.3% 23% False False 791,154
10 122.74 120.73 2.01 1.7% 0.49 0.4% 10% False False 807,302
20 123.92 120.73 3.19 2.6% 0.58 0.5% 6% False False 893,117
40 123.92 120.73 3.19 2.6% 0.57 0.5% 6% False False 521,008
60 124.45 120.73 3.72 3.1% 0.55 0.5% 5% False False 347,824
80 124.97 120.73 4.24 3.5% 0.53 0.4% 5% False False 260,879
100 128.66 120.73 7.93 6.6% 0.44 0.4% 3% False False 208,729
120 129.76 120.73 9.03 7.5% 0.37 0.3% 2% False False 173,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.97
2.618 122.30
1.618 121.89
1.000 121.64
0.618 121.48
HIGH 121.23
0.618 121.07
0.500 121.03
0.382 120.98
LOW 120.82
0.618 120.57
1.000 120.41
1.618 120.16
2.618 119.75
4.250 119.08
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 121.03 120.98
PP 120.99 120.96
S1 120.96 120.95

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.