Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 124.21 123.99 -0.22 -0.2% 123.68
High 124.49 124.63 0.14 0.1% 124.63
Low 123.90 123.82 -0.08 -0.1% 123.55
Close 124.30 124.42 0.12 0.1% 124.42
Range 0.59 0.81 0.22 37.3% 1.08
ATR 0.68 0.69 0.01 1.3% 0.00
Volume 1,043,058 955,846 -87,212 -8.4% 5,191,367
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 126.72 126.38 124.87
R3 125.91 125.57 124.64
R2 125.10 125.10 124.57
R1 124.76 124.76 124.49 124.93
PP 124.29 124.29 124.29 124.38
S1 123.95 123.95 124.35 124.12
S2 123.48 123.48 124.27
S3 122.67 123.14 124.20
S4 121.86 122.33 123.97
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.44 127.01 125.01
R3 126.36 125.93 124.72
R2 125.28 125.28 124.62
R1 124.85 124.85 124.52 125.07
PP 124.20 124.20 124.20 124.31
S1 123.77 123.77 124.32 123.99
S2 123.12 123.12 124.22
S3 122.04 122.69 124.12
S4 120.96 121.61 123.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.63 123.55 1.08 0.9% 0.68 0.5% 81% True False 1,038,273
10 124.63 122.07 2.56 2.1% 0.72 0.6% 92% True False 982,411
20 124.63 120.57 4.06 3.3% 0.70 0.6% 95% True False 800,483
40 124.63 119.86 4.77 3.8% 0.61 0.5% 96% True False 820,763
60 124.63 119.86 4.77 3.8% 0.61 0.5% 96% True False 699,543
80 124.63 119.86 4.77 3.8% 0.58 0.5% 96% True False 525,414
100 124.97 119.86 5.11 4.1% 0.57 0.5% 89% False False 420,354
120 128.13 119.86 8.27 6.6% 0.51 0.4% 55% False False 350,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128.07
2.618 126.75
1.618 125.94
1.000 125.44
0.618 125.13
HIGH 124.63
0.618 124.32
0.500 124.23
0.382 124.13
LOW 123.82
0.618 123.32
1.000 123.01
1.618 122.51
2.618 121.70
4.250 120.38
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 124.36 124.32
PP 124.29 124.21
S1 124.23 124.11

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.