Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 122.65 122.00 -0.65 -0.5% 120.00
High 122.65 122.07 -0.58 -0.5% 121.25
Low 121.85 121.67 -0.18 -0.1% 119.86
Close 122.17 121.94 -0.23 -0.2% 121.20
Range 0.80 0.40 -0.40 -50.0% 1.39
ATR 0.66 0.65 -0.01 -1.8% 0.00
Volume 1,031,444 867,764 -163,680 -15.9% 3,422,940
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.09 122.92 122.16
R3 122.69 122.52 122.05
R2 122.29 122.29 122.01
R1 122.12 122.12 121.98 122.01
PP 121.89 121.89 121.89 121.84
S1 121.72 121.72 121.90 121.61
S2 121.49 121.49 121.87
S3 121.09 121.32 121.83
S4 120.69 120.92 121.72
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.94 124.46 121.96
R3 123.55 123.07 121.58
R2 122.16 122.16 121.45
R1 121.68 121.68 121.33 121.92
PP 120.77 120.77 120.77 120.89
S1 120.29 120.29 121.07 120.53
S2 119.38 119.38 120.95
S3 117.99 118.90 120.82
S4 116.60 117.51 120.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.65 120.57 2.08 1.7% 0.77 0.6% 66% False False 589,088
10 122.65 119.86 2.79 2.3% 0.64 0.5% 75% False False 722,751
20 122.74 119.86 2.88 2.4% 0.56 0.5% 72% False False 752,790
40 123.92 119.86 4.06 3.3% 0.60 0.5% 51% False False 721,400
60 123.92 119.86 4.06 3.3% 0.56 0.5% 51% False False 482,726
80 124.97 119.86 5.11 4.2% 0.56 0.5% 41% False False 362,139
100 127.27 119.86 7.41 6.1% 0.51 0.4% 28% False False 289,731
120 129.76 119.86 9.90 8.1% 0.43 0.3% 21% False False 241,459
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123.77
2.618 123.12
1.618 122.72
1.000 122.47
0.618 122.32
HIGH 122.07
0.618 121.92
0.500 121.87
0.382 121.82
LOW 121.67
0.618 121.42
1.000 121.27
1.618 121.02
2.618 120.62
4.250 119.97
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 121.92 121.92
PP 121.89 121.91
S1 121.87 121.89

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.