Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 120.47 120.00 -0.47 -0.4% 121.11
High 120.56 120.17 -0.39 -0.3% 121.23
Low 119.95 119.86 -0.09 -0.1% 119.95
Close 120.04 119.90 -0.14 -0.1% 120.04
Range 0.61 0.31 -0.30 -49.2% 1.28
ATR 0.59 0.57 -0.02 -3.4% 0.00
Volume 839,733 577,375 -262,358 -31.2% 4,100,106
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 120.91 120.71 120.07
R3 120.60 120.40 119.99
R2 120.29 120.29 119.96
R1 120.09 120.09 119.93 120.04
PP 119.98 119.98 119.98 119.95
S1 119.78 119.78 119.87 119.73
S2 119.67 119.67 119.84
S3 119.36 119.47 119.81
S4 119.05 119.16 119.73
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.25 123.42 120.74
R3 122.97 122.14 120.39
R2 121.69 121.69 120.27
R1 120.86 120.86 120.16 120.64
PP 120.41 120.41 120.41 120.29
S1 119.58 119.58 119.92 119.36
S2 119.13 119.13 119.81
S3 117.85 118.30 119.69
S4 116.57 117.02 119.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.23 119.86 1.37 1.1% 0.46 0.4% 3% False True 819,724
10 121.86 119.86 2.00 1.7% 0.46 0.4% 2% False True 808,438
20 123.92 119.86 4.06 3.4% 0.57 0.5% 1% False True 881,901
40 123.92 119.86 4.06 3.4% 0.57 0.5% 1% False True 604,347
60 123.92 119.86 4.06 3.4% 0.54 0.4% 1% False True 403,737
80 124.97 119.86 5.11 4.3% 0.53 0.4% 1% False True 302,830
100 128.13 119.86 8.27 6.9% 0.46 0.4% 0% False True 242,289
120 129.76 119.86 9.90 8.3% 0.38 0.3% 0% False True 201,943
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.11
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 121.49
2.618 120.98
1.618 120.67
1.000 120.48
0.618 120.36
HIGH 120.17
0.618 120.05
0.500 120.02
0.382 119.98
LOW 119.86
0.618 119.67
1.000 119.55
1.618 119.36
2.618 119.05
4.250 118.54
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 120.02 120.34
PP 119.98 120.19
S1 119.94 120.05

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.