Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 134.77 134.81 0.04 0.0% 135.37
High 135.84 135.16 -0.68 -0.5% 135.84
Low 134.67 134.18 -0.49 -0.4% 133.88
Close 135.24 134.36 -0.88 -0.7% 135.24
Range 1.17 0.98 -0.19 -16.2% 1.96
ATR 1.30 1.28 -0.02 -1.3% 0.00
Volume 684,822 325,409 -359,413 -52.5% 3,800,116
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.51 136.91 134.90
R3 136.53 135.93 134.63
R2 135.55 135.55 134.54
R1 134.95 134.95 134.45 134.76
PP 134.57 134.57 134.57 134.47
S1 133.97 133.97 134.27 133.78
S2 133.59 133.59 134.18
S3 132.61 132.99 134.09
S4 131.63 132.01 133.82
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 140.87 140.01 136.32
R3 138.91 138.05 135.78
R2 136.95 136.95 135.60
R1 136.09 136.09 135.42 135.54
PP 134.99 134.99 134.99 134.71
S1 134.13 134.13 135.06 133.58
S2 133.03 133.03 134.88
S3 131.07 132.17 134.70
S4 129.11 130.21 134.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.84 133.88 1.96 1.5% 1.04 0.8% 24% False False 705,560
10 136.26 132.52 3.74 2.8% 1.17 0.9% 49% False False 707,810
20 136.26 130.52 5.74 4.3% 1.49 1.1% 67% False False 874,805
40 136.26 125.41 10.85 8.1% 1.30 1.0% 82% False False 924,336
60 136.26 124.37 11.89 8.8% 1.10 0.8% 84% False False 924,459
80 136.26 122.83 13.43 10.0% 0.98 0.7% 86% False False 699,179
100 136.26 119.38 16.88 12.6% 0.88 0.7% 89% False False 559,607
120 136.26 119.38 16.88 12.6% 0.80 0.6% 89% False False 466,368
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.33
2.618 137.73
1.618 136.75
1.000 136.14
0.618 135.77
HIGH 135.16
0.618 134.79
0.500 134.67
0.382 134.55
LOW 134.18
0.618 133.57
1.000 133.20
1.618 132.59
2.618 131.61
4.250 130.02
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 134.67 134.86
PP 134.57 134.69
S1 134.46 134.53

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.