Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 125.18 125.17 -0.01 0.0% 124.77
High 125.31 125.92 0.61 0.5% 125.35
Low 124.22 125.17 0.95 0.8% 124.16
Close 124.99 125.92 0.93 0.7% 124.85
Range 1.09 0.75 -0.34 -31.2% 1.19
ATR 0.46 0.50 0.03 7.2% 0.00
Volume 53 90 37 69.8% 188
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.92 127.67 126.33
R3 127.17 126.92 126.13
R2 126.42 126.42 126.06
R1 126.17 126.17 125.99 126.30
PP 125.67 125.67 125.67 125.73
S1 125.42 125.42 125.85 125.55
S2 124.92 124.92 125.78
S3 124.17 124.67 125.71
S4 123.42 123.92 125.51
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.36 127.79 125.50
R3 127.17 126.60 125.18
R2 125.98 125.98 125.07
R1 125.41 125.41 124.96 125.70
PP 124.79 124.79 124.79 124.93
S1 124.22 124.22 124.74 124.51
S2 123.60 123.60 124.63
S3 122.41 123.03 124.52
S4 121.22 121.84 124.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.92 124.22 1.70 1.4% 0.60 0.5% 100% True False 34
10 125.92 124.12 1.80 1.4% 0.51 0.4% 100% True False 48
20 125.92 123.28 2.64 2.1% 0.29 0.2% 100% True False 79
40 125.92 121.38 4.54 3.6% 0.14 0.1% 100% True False 188
Crabel Price Patterns
NR True
NR4 False
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.11
2.618 127.88
1.618 127.13
1.000 126.67
0.618 126.38
HIGH 125.92
0.618 125.63
0.500 125.55
0.382 125.46
LOW 125.17
0.618 124.71
1.000 124.42
1.618 123.96
2.618 123.21
4.250 121.98
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 125.80 125.64
PP 125.67 125.35
S1 125.55 125.07

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.