Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 126.06 125.78 -0.28 -0.2% 125.88
High 126.24 126.38 0.14 0.1% 126.62
Low 125.73 125.70 -0.03 0.0% 125.32
Close 125.85 126.15 0.30 0.2% 126.22
Range 0.51 0.68 0.17 33.3% 1.30
ATR 0.64 0.64 0.00 0.5% 0.00
Volume 806,900 1,012,082 205,182 25.4% 5,011,801
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.12 127.81 126.52
R3 127.44 127.13 126.34
R2 126.76 126.76 126.27
R1 126.45 126.45 126.21 126.61
PP 126.08 126.08 126.08 126.15
S1 125.77 125.77 126.09 125.93
S2 125.40 125.40 126.03
S3 124.72 125.09 125.96
S4 124.04 124.41 125.78
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 129.95 129.39 126.94
R3 128.65 128.09 126.58
R2 127.35 127.35 126.46
R1 126.79 126.79 126.34 127.07
PP 126.05 126.05 126.05 126.20
S1 125.49 125.49 126.10 125.77
S2 124.75 124.75 125.98
S3 123.45 124.19 125.86
S4 122.15 122.89 125.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.62 125.70 0.92 0.7% 0.58 0.5% 49% False True 1,021,241
10 126.62 124.70 1.92 1.5% 0.64 0.5% 76% False False 949,291
20 126.62 124.37 2.25 1.8% 0.65 0.5% 79% False False 587,266
40 126.62 121.62 5.00 4.0% 0.61 0.5% 91% False False 296,069
60 126.62 119.38 7.24 5.7% 0.55 0.4% 94% False False 197,524
80 126.62 119.38 7.24 5.7% 0.49 0.4% 94% False False 148,181
100 126.62 119.38 7.24 5.7% 0.40 0.3% 94% False False 118,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 129.27
2.618 128.16
1.618 127.48
1.000 127.06
0.618 126.80
HIGH 126.38
0.618 126.12
0.500 126.04
0.382 125.96
LOW 125.70
0.618 125.28
1.000 125.02
1.618 124.60
2.618 123.92
4.250 122.81
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 126.11 126.15
PP 126.08 126.15
S1 126.04 126.15

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.