Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 123.68 124.18 0.50 0.4% 122.84
High 124.44 124.23 -0.21 -0.2% 123.95
Low 123.55 123.86 0.31 0.3% 122.07
Close 124.28 124.01 -0.27 -0.2% 123.44
Range 0.89 0.37 -0.52 -58.4% 1.88
ATR 0.71 0.69 -0.02 -2.9% 0.00
Volume 1,091,005 1,046,423 -44,582 -4.1% 4,632,749
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 125.14 124.95 124.21
R3 124.77 124.58 124.11
R2 124.40 124.40 124.08
R1 124.21 124.21 124.04 124.12
PP 124.03 124.03 124.03 123.99
S1 123.84 123.84 123.98 123.75
S2 123.66 123.66 123.94
S3 123.29 123.47 123.91
S4 122.92 123.10 123.81
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 128.79 128.00 124.47
R3 126.91 126.12 123.96
R2 125.03 125.03 123.78
R1 124.24 124.24 123.61 124.64
PP 123.15 123.15 123.15 123.35
S1 122.36 122.36 123.27 122.76
S2 121.27 121.27 123.10
S3 119.39 120.48 122.92
S4 117.51 118.60 122.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.44 122.07 2.37 1.9% 0.84 0.7% 82% False False 1,149,740
10 124.44 121.89 2.55 2.1% 0.69 0.6% 83% False False 875,080
20 124.44 119.86 4.58 3.7% 0.66 0.5% 91% False False 766,621
40 124.44 119.86 4.58 3.7% 0.63 0.5% 91% False False 834,012
60 124.44 119.86 4.58 3.7% 0.60 0.5% 91% False False 648,942
80 124.44 119.86 4.58 3.7% 0.57 0.5% 91% False False 487,243
100 124.97 119.86 5.11 4.1% 0.56 0.5% 81% False False 389,816
120 128.13 119.86 8.27 6.7% 0.49 0.4% 50% False False 324,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.10
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125.80
2.618 125.20
1.618 124.83
1.000 124.60
0.618 124.46
HIGH 124.23
0.618 124.09
0.500 124.05
0.382 124.00
LOW 123.86
0.618 123.63
1.000 123.49
1.618 123.26
2.618 122.89
4.250 122.29
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 124.05 123.91
PP 124.03 123.82
S1 124.02 123.72

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.