Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 131.55 131.90 0.35 0.3% 130.07
High 132.17 132.70 0.53 0.4% 133.05
Low 130.99 131.85 0.86 0.7% 129.38
Close 131.53 132.34 0.81 0.6% 131.43
Range 1.18 0.85 -0.33 -28.0% 3.67
ATR 1.24 1.24 -0.01 -0.4% 0.00
Volume 2,622 1,206 -1,416 -54.0% 5,070
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.85 134.44 132.81
R3 134.00 133.59 132.57
R2 133.15 133.15 132.50
R1 132.74 132.74 132.42 132.95
PP 132.30 132.30 132.30 132.40
S1 131.89 131.89 132.26 132.10
S2 131.45 131.45 132.18
S3 130.60 131.04 132.11
S4 129.75 130.19 131.87
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 142.30 140.53 133.45
R3 138.63 136.86 132.44
R2 134.96 134.96 132.10
R1 133.19 133.19 131.77 134.08
PP 131.29 131.29 131.29 131.73
S1 129.52 129.52 131.09 130.41
S2 127.62 127.62 130.76
S3 123.95 125.85 130.42
S4 120.28 122.18 129.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.00 130.99 2.01 1.5% 0.97 0.7% 67% False False 1,335
10 133.05 129.19 3.86 2.9% 1.60 1.2% 82% False False 1,044
20 133.05 125.22 7.83 5.9% 1.24 0.9% 91% False False 637
40 133.05 123.96 9.09 6.9% 0.96 0.7% 92% False False 403
60 133.05 123.28 9.77 7.4% 0.73 0.5% 93% False False 298
80 133.05 121.38 11.67 8.8% 0.54 0.4% 94% False False 302
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.31
2.618 134.93
1.618 134.08
1.000 133.55
0.618 133.23
HIGH 132.70
0.618 132.38
0.500 132.28
0.382 132.17
LOW 131.85
0.618 131.32
1.000 131.00
1.618 130.47
2.618 129.62
4.250 128.24
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 132.32 132.18
PP 132.30 132.01
S1 132.28 131.85

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.