Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 131.90 132.79 0.89 0.7% 130.07
High 132.70 134.62 1.92 1.4% 133.05
Low 131.85 132.73 0.88 0.7% 129.38
Close 132.34 134.17 1.83 1.4% 131.43
Range 0.85 1.89 1.04 122.4% 3.67
ATR 1.24 1.31 0.07 6.0% 0.00
Volume 1,206 3,529 2,323 192.6% 5,070
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.51 138.73 135.21
R3 137.62 136.84 134.69
R2 135.73 135.73 134.52
R1 134.95 134.95 134.34 135.34
PP 133.84 133.84 133.84 134.04
S1 133.06 133.06 134.00 133.45
S2 131.95 131.95 133.82
S3 130.06 131.17 133.65
S4 128.17 129.28 133.13
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
5 134.62 130.99 3.63 2.7% 1.04 0.8% 88% True False 1,683
10 134.62 129.19 5.43 4.0% 1.60 1.2% 92% True False 1,321
20 134.62 125.22 9.40 7.0% 1.31 1.0% 95% True False 808
40 134.62 123.96 10.66 7.9% 0.99 0.7% 96% True False 489
60 134.62 123.28 11.34 8.5% 0.76 0.6% 96% True False 352
80 134.62 121.38 13.24 9.9% 0.57 0.4% 97% True False 338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142.65
2.618 139.57
1.618 137.68
1.000 136.51
0.618 135.79
HIGH 134.62
0.618 133.90
0.500 133.68
0.382 133.45
LOW 132.73
0.618 131.56
1.000 130.84
1.618 129.67
2.618 127.78
4.250 124.70
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 134.01 133.72
PP 133.84 133.26
S1 133.68 132.81

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.