Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 125.71 126.17 0.46 0.4% 127.55
High 126.64 126.53 -0.11 -0.1% 127.57
Low 125.64 125.79 0.15 0.1% 125.22
Close 126.35 126.05 -0.30 -0.2% 125.48
Range 1.00 0.74 -0.26 -26.0% 2.35
ATR 0.72 0.72 0.00 0.2% 0.00
Volume 1,160,638 1,174,571 13,933 1.2% 5,118,827
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 128.34 127.94 126.46
R3 127.60 127.20 126.25
R2 126.86 126.86 126.19
R1 126.46 126.46 126.12 126.29
PP 126.12 126.12 126.12 126.04
S1 125.72 125.72 125.98 125.55
S2 125.38 125.38 125.91
S3 124.64 124.98 125.85
S4 123.90 124.24 125.64
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.14 131.66 126.77
R3 130.79 129.31 126.13
R2 128.44 128.44 125.91
R1 126.96 126.96 125.70 126.53
PP 126.09 126.09 126.09 125.87
S1 124.61 124.61 125.26 124.18
S2 123.74 123.74 125.05
S3 121.39 122.26 124.83
S4 119.04 119.91 124.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.64 125.22 1.42 1.1% 0.75 0.6% 58% False False 1,029,087
10 127.57 125.22 2.35 1.9% 0.80 0.6% 35% False False 1,023,781
20 127.57 124.70 2.87 2.3% 0.72 0.6% 47% False False 986,536
40 127.57 123.28 4.29 3.4% 0.66 0.5% 65% False False 551,363
60 127.57 119.38 8.19 6.5% 0.62 0.5% 81% False False 368,131
80 127.57 119.38 8.19 6.5% 0.57 0.5% 81% False False 276,142
100 127.57 119.38 8.19 6.5% 0.47 0.4% 81% False False 220,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.68
2.618 128.47
1.618 127.73
1.000 127.27
0.618 126.99
HIGH 126.53
0.618 126.25
0.500 126.16
0.382 126.07
LOW 125.79
0.618 125.33
1.000 125.05
1.618 124.59
2.618 123.85
4.250 122.65
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 126.16 126.04
PP 126.12 126.03
S1 126.09 126.03

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.