Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 122.74 122.93 0.19 0.2% 124.65
High 122.94 122.93 -0.01 0.0% 124.90
Low 122.50 122.16 -0.34 -0.3% 123.03
Close 122.91 122.24 -0.67 -0.5% 123.47
Range 0.44 0.77 0.33 75.0% 1.87
ATR 0.56 0.57 0.02 2.7% 0.00
Volume 21 942 921 4,385.7% 1,612
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 124.75 124.27 122.66
R3 123.98 123.50 122.45
R2 123.21 123.21 122.38
R1 122.73 122.73 122.31 122.59
PP 122.44 122.44 122.44 122.37
S1 121.96 121.96 122.17 121.82
S2 121.67 121.67 122.10
S3 120.90 121.19 122.03
S4 120.13 120.42 121.82
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.41 128.31 124.50
R3 127.54 126.44 123.98
R2 125.67 125.67 123.81
R1 124.57 124.57 123.64 124.19
PP 123.80 123.80 123.80 123.61
S1 122.70 122.70 123.30 122.32
S2 121.93 121.93 123.13
S3 120.06 120.83 122.96
S4 118.19 118.96 122.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.58 122.16 1.42 1.2% 0.53 0.4% 6% False True 540
10 124.92 122.16 2.76 2.3% 0.58 0.5% 3% False True 307
20 124.97 122.16 2.81 2.3% 0.55 0.4% 3% False True 160
40 128.13 122.16 5.97 4.9% 0.39 0.3% 1% False True 134
60 129.76 122.16 7.60 6.2% 0.26 0.2% 1% False True 133
80 131.02 122.16 8.86 7.2% 0.19 0.2% 1% False True 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.20
2.618 124.95
1.618 124.18
1.000 123.70
0.618 123.41
HIGH 122.93
0.618 122.64
0.500 122.55
0.382 122.45
LOW 122.16
0.618 121.68
1.000 121.39
1.618 120.91
2.618 120.14
4.250 118.89
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 122.55 122.71
PP 122.44 122.55
S1 122.34 122.40

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.