Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 137.16 137.77 0.61 0.4% 138.05
High 137.73 138.14 0.41 0.3% 138.91
Low 137.05 137.20 0.15 0.1% 135.12
Close 137.52 137.74 0.22 0.2% 136.65
Range 0.68 0.94 0.26 38.2% 3.79
ATR 1.30 1.27 -0.03 -2.0% 0.00
Volume 585,657 806,637 220,980 37.7% 4,995,977
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.51 140.07 138.26
R3 139.57 139.13 138.00
R2 138.63 138.63 137.91
R1 138.19 138.19 137.83 137.94
PP 137.69 137.69 137.69 137.57
S1 137.25 137.25 137.65 137.00
S2 136.75 136.75 137.57
S3 135.81 136.31 137.48
S4 134.87 135.37 137.22
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 148.26 146.25 138.73
R3 144.47 142.46 137.69
R2 140.68 140.68 137.34
R1 138.67 138.67 137.00 137.78
PP 136.89 136.89 136.89 136.45
S1 134.88 134.88 136.30 133.99
S2 133.10 133.10 135.96
S3 129.31 131.09 135.61
S4 125.52 127.30 134.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.26 135.12 3.14 2.3% 1.26 0.9% 83% False False 906,244
10 138.91 135.12 3.79 2.8% 1.19 0.9% 69% False False 900,049
20 138.91 132.35 6.56 4.8% 1.15 0.8% 82% False False 522,532
40 138.91 126.46 12.45 9.0% 1.23 0.9% 91% False False 262,094
60 138.91 123.96 14.95 10.9% 1.07 0.8% 92% False False 174,788
80 138.91 123.28 15.63 11.3% 0.88 0.6% 93% False False 131,107
100 138.91 121.38 17.53 12.7% 0.70 0.5% 93% False False 104,936
120 138.91 118.80 20.11 14.6% 0.59 0.4% 94% False False 87,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.14
2.618 140.60
1.618 139.66
1.000 139.08
0.618 138.72
HIGH 138.14
0.618 137.78
0.500 137.67
0.382 137.56
LOW 137.20
0.618 136.62
1.000 136.26
1.618 135.68
2.618 134.74
4.250 133.21
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 137.72 137.47
PP 137.69 137.19
S1 137.67 136.92

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.