Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 135.87 135.68 -0.19 -0.1% 136.88
High 136.25 135.80 -0.45 -0.3% 138.80
Low 135.08 134.40 -0.68 -0.5% 135.08
Close 135.41 134.48 -0.93 -0.7% 135.41
Range 1.17 1.40 0.23 19.7% 3.72
ATR 1.28 1.29 0.01 0.7% 0.00
Volume 774,975 632,373 -142,602 -18.4% 4,447,047
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 139.09 138.19 135.25
R3 137.69 136.79 134.87
R2 136.29 136.29 134.74
R1 135.39 135.39 134.61 135.14
PP 134.89 134.89 134.89 134.77
S1 133.99 133.99 134.35 133.74
S2 133.49 133.49 134.22
S3 132.09 132.59 134.10
S4 130.69 131.19 133.71
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 147.59 145.22 137.46
R3 143.87 141.50 136.43
R2 140.15 140.15 136.09
R1 137.78 137.78 135.75 137.11
PP 136.43 136.43 136.43 136.09
S1 134.06 134.06 135.07 133.39
S2 132.71 132.71 134.73
S3 128.99 130.34 134.39
S4 125.27 126.62 133.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.80 134.40 4.40 3.3% 1.30 1.0% 2% False True 892,429
10 138.80 134.40 4.40 3.3% 1.25 0.9% 2% False True 894,479
20 139.19 134.40 4.79 3.6% 1.25 0.9% 2% False True 910,551
40 139.19 130.99 8.20 6.1% 1.16 0.9% 43% False False 576,965
60 139.19 125.22 13.97 10.4% 1.18 0.9% 66% False False 384,793
80 139.19 123.96 15.23 11.3% 1.06 0.8% 69% False False 288,631
100 139.19 123.28 15.91 11.8% 0.88 0.7% 70% False False 230,930
120 139.19 120.89 18.30 13.6% 0.73 0.5% 74% False False 192,503
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.75
2.618 139.47
1.618 138.07
1.000 137.20
0.618 136.67
HIGH 135.80
0.618 135.27
0.500 135.10
0.382 134.93
LOW 134.40
0.618 133.53
1.000 133.00
1.618 132.13
2.618 130.73
4.250 128.45
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 135.10 135.87
PP 134.89 135.40
S1 134.69 134.94

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.