Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 131.36 132.06 0.70 0.5% 128.70
High 133.05 133.00 -0.05 0.0% 132.38
Low 131.25 131.45 0.20 0.2% 128.62
Close 132.61 131.77 -0.84 -0.6% 130.93
Range 1.80 1.55 -0.25 -13.9% 3.76
ATR 1.33 1.35 0.02 1.2% 0.00
Volume 1,519 1,788 269 17.7% 2,322
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.72 135.80 132.62
R3 135.17 134.25 132.20
R2 133.62 133.62 132.05
R1 132.70 132.70 131.91 132.39
PP 132.07 132.07 132.07 131.92
S1 131.15 131.15 131.63 130.84
S2 130.52 130.52 131.49
S3 128.97 129.60 131.34
S4 127.42 128.05 130.92
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.92 140.19 133.00
R3 138.16 136.43 131.96
R2 134.40 134.40 131.62
R1 132.67 132.67 131.27 133.54
PP 130.64 130.64 130.64 131.08
S1 128.91 128.91 130.59 129.78
S2 126.88 126.88 130.24
S3 123.12 125.15 129.90
S4 119.36 121.39 128.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.05 129.19 3.86 2.9% 2.16 1.6% 67% False False 960
10 133.05 128.43 4.62 3.5% 1.71 1.3% 72% False False 699
20 133.05 125.22 7.83 5.9% 1.18 0.9% 84% False False 422
40 133.05 123.96 9.09 6.9% 0.94 0.7% 86% False False 283
60 133.05 123.28 9.77 7.4% 0.67 0.5% 87% False False 235
80 133.05 120.84 12.21 9.3% 0.50 0.4% 90% False False 273
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.59
2.618 137.06
1.618 135.51
1.000 134.55
0.618 133.96
HIGH 133.00
0.618 132.41
0.500 132.23
0.382 132.04
LOW 131.45
0.618 130.49
1.000 129.90
1.618 128.94
2.618 127.39
4.250 124.86
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 132.23 131.97
PP 132.07 131.90
S1 131.92 131.84

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.