Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 131.27 132.18 0.91 0.7% 127.62
High 132.24 132.63 0.39 0.3% 130.70
Low 131.18 131.43 0.25 0.2% 127.56
Close 132.20 131.81 -0.39 -0.3% 130.66
Range 1.06 1.20 0.14 13.2% 3.14
ATR 1.03 1.04 0.01 1.2% 0.00
Volume 1,059,536 1,046,618 -12,918 -1.2% 4,088,797
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.56 134.88 132.47
R3 134.36 133.68 132.14
R2 133.16 133.16 132.03
R1 132.48 132.48 131.92 132.22
PP 131.96 131.96 131.96 131.83
S1 131.28 131.28 131.70 131.02
S2 130.76 130.76 131.59
S3 129.56 130.08 131.48
S4 128.36 128.88 131.15
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 139.06 138.00 132.39
R3 135.92 134.86 131.52
R2 132.78 132.78 131.24
R1 131.72 131.72 130.95 132.25
PP 129.64 129.64 129.64 129.91
S1 128.58 128.58 130.37 129.11
S2 126.50 126.50 130.08
S3 123.36 125.44 129.80
S4 120.22 122.30 128.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.63 129.13 3.50 2.7% 1.10 0.8% 77% True False 964,931
10 132.63 126.39 6.24 4.7% 1.12 0.8% 87% True False 924,317
20 132.63 125.79 6.84 5.2% 1.16 0.9% 88% True False 982,868
40 132.63 124.53 8.10 6.1% 0.93 0.7% 90% True False 978,436
60 132.63 123.28 9.35 7.1% 0.82 0.6% 91% True False 675,711
80 132.63 119.38 13.25 10.1% 0.75 0.6% 94% True False 507,134
100 132.63 119.38 13.25 10.1% 0.68 0.5% 94% True False 405,741
120 132.63 119.38 13.25 10.1% 0.58 0.4% 94% True False 338,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.73
2.618 135.77
1.618 134.57
1.000 133.83
0.618 133.37
HIGH 132.63
0.618 132.17
0.500 132.03
0.382 131.89
LOW 131.43
0.618 130.69
1.000 130.23
1.618 129.49
2.618 128.29
4.250 126.33
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 132.03 131.63
PP 131.96 131.44
S1 131.88 131.26

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.