Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 124.56 125.35 0.79 0.6% 124.70
High 125.33 125.51 0.18 0.1% 125.51
Low 124.49 125.06 0.57 0.5% 124.46
Close 125.25 125.37 0.12 0.1% 125.37
Range 0.84 0.45 -0.39 -46.4% 1.05
ATR 0.59 0.58 -0.01 -1.7% 0.00
Volume 25,494 20,693 -4,801 -18.8% 81,017
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 126.66 126.47 125.62
R3 126.21 126.02 125.49
R2 125.76 125.76 125.45
R1 125.57 125.57 125.41 125.67
PP 125.31 125.31 125.31 125.36
S1 125.12 125.12 125.33 125.22
S2 124.86 124.86 125.29
S3 124.41 124.67 125.25
S4 123.96 124.22 125.12
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 128.26 127.87 125.95
R3 127.21 126.82 125.66
R2 126.16 126.16 125.56
R1 125.77 125.77 125.47 125.97
PP 125.11 125.11 125.11 125.21
S1 124.72 124.72 125.27 124.92
S2 124.06 124.06 125.18
S3 123.01 123.67 125.08
S4 121.96 122.62 124.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.51 124.46 1.05 0.8% 0.50 0.4% 87% True False 16,203
10 125.51 123.49 2.02 1.6% 0.51 0.4% 93% True False 10,843
20 125.51 121.79 3.72 3.0% 0.58 0.5% 96% True False 7,245
40 125.51 119.38 6.13 4.9% 0.52 0.4% 98% True False 4,013
60 125.51 119.38 6.13 4.9% 0.47 0.4% 98% True False 2,725
80 125.51 119.38 6.13 4.9% 0.35 0.3% 98% True False 2,054
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127.42
2.618 126.69
1.618 126.24
1.000 125.96
0.618 125.79
HIGH 125.51
0.618 125.34
0.500 125.29
0.382 125.23
LOW 125.06
0.618 124.78
1.000 124.61
1.618 124.33
2.618 123.88
4.250 123.15
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 125.34 125.25
PP 125.31 125.12
S1 125.29 125.00

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.