Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 138.35 137.28 -1.07 -0.8% 137.69
High 138.43 138.70 0.27 0.2% 139.58
Low 136.92 137.03 0.11 0.1% 136.92
Close 137.27 138.54 1.27 0.9% 137.27
Range 1.51 1.67 0.16 10.6% 2.66
ATR 1.50 1.51 0.01 0.8% 0.00
Volume 547,816 667,168 119,352 21.8% 3,831,410
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 143.10 142.49 139.46
R3 141.43 140.82 139.00
R2 139.76 139.76 138.85
R1 139.15 139.15 138.69 139.46
PP 138.09 138.09 138.09 138.24
S1 137.48 137.48 138.39 137.79
S2 136.42 136.42 138.23
S3 134.75 135.81 138.08
S4 133.08 134.14 137.62
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 145.90 144.25 138.73
R3 143.24 141.59 138.00
R2 140.58 140.58 137.76
R1 138.93 138.93 137.51 138.43
PP 137.92 137.92 137.92 137.67
S1 136.27 136.27 137.03 135.77
S2 135.26 135.26 136.78
S3 132.60 133.61 136.54
S4 129.94 130.95 135.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.58 136.92 2.66 1.9% 1.66 1.2% 61% False False 762,577
10 139.58 136.35 3.23 2.3% 1.54 1.1% 68% False False 808,619
20 139.58 132.89 6.69 4.8% 1.47 1.1% 84% False False 849,439
40 139.58 132.89 6.69 4.8% 1.37 1.0% 84% False False 870,692
60 139.58 132.35 7.23 5.2% 1.30 0.9% 86% False False 741,427
80 139.58 126.34 13.24 9.6% 1.30 0.9% 92% False False 556,310
100 139.58 123.96 15.62 11.3% 1.18 0.9% 93% False False 445,083
120 139.58 123.28 16.30 11.8% 1.03 0.7% 94% False False 370,915
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.80
2.618 143.07
1.618 141.40
1.000 140.37
0.618 139.73
HIGH 138.70
0.618 138.06
0.500 137.87
0.382 137.67
LOW 137.03
0.618 136.00
1.000 135.36
1.618 134.33
2.618 132.66
4.250 129.93
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 138.32 138.44
PP 138.09 138.35
S1 137.87 138.25

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.