Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 131.25 130.16 -1.09 -0.8% 126.43
High 131.25 131.87 0.62 0.5% 129.29
Low 130.06 130.00 -0.06 0.0% 126.34
Close 130.42 131.40 0.98 0.8% 129.01
Range 1.19 1.87 0.68 57.1% 2.95
ATR 0.91 0.98 0.07 7.5% 0.00
Volume 413 761 348 84.3% 812
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.70 135.92 132.43
R3 134.83 134.05 131.91
R2 132.96 132.96 131.74
R1 132.18 132.18 131.57 132.57
PP 131.09 131.09 131.09 131.29
S1 130.31 130.31 131.23 130.70
S2 129.22 129.22 131.06
S3 127.35 128.44 130.89
S4 125.48 126.57 130.37
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.06 135.99 130.63
R3 134.11 133.04 129.82
R2 131.16 131.16 129.55
R1 130.09 130.09 129.28 130.63
PP 128.21 128.21 128.21 128.48
S1 127.14 127.14 128.74 127.68
S2 125.26 125.26 128.47
S3 122.31 124.19 128.20
S4 119.36 121.24 127.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.87 128.43 3.44 2.6% 1.26 1.0% 86% True False 438
10 131.87 125.22 6.65 5.1% 1.01 0.8% 93% True False 296
20 131.87 125.14 6.73 5.1% 0.95 0.7% 93% True False 252
40 131.87 123.96 7.91 6.0% 0.72 0.5% 94% True False 171
60 131.87 122.93 8.94 6.8% 0.49 0.4% 95% True False 167
80 131.87 119.37 12.50 9.5% 0.37 0.3% 96% True False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 139.82
2.618 136.77
1.618 134.90
1.000 133.74
0.618 133.03
HIGH 131.87
0.618 131.16
0.500 130.94
0.382 130.71
LOW 130.00
0.618 128.84
1.000 128.13
1.618 126.97
2.618 125.10
4.250 122.05
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 131.25 131.23
PP 131.09 131.05
S1 130.94 130.88

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.