Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 134.32 135.88 1.56 1.2% 132.80
High 136.26 136.18 -0.08 -0.1% 136.26
Low 134.29 135.02 0.73 0.5% 132.47
Close 135.51 135.43 -0.08 -0.1% 135.43
Range 1.97 1.16 -0.81 -41.1% 3.79
ATR 1.42 1.40 -0.02 -1.3% 0.00
Volume 1,016,992 868,372 -148,620 -14.6% 3,327,433
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.02 138.39 136.07
R3 137.86 137.23 135.75
R2 136.70 136.70 135.64
R1 136.07 136.07 135.54 135.81
PP 135.54 135.54 135.54 135.41
S1 134.91 134.91 135.32 134.65
S2 134.38 134.38 135.22
S3 133.22 133.75 135.11
S4 132.06 132.59 134.79
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 146.09 144.55 137.51
R3 142.30 140.76 136.47
R2 138.51 138.51 136.12
R1 136.97 136.97 135.78 137.74
PP 134.72 134.72 134.72 135.11
S1 133.18 133.18 135.08 133.95
S2 130.93 130.93 134.74
S3 127.14 129.39 134.39
S4 123.35 125.60 133.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.26 132.47 3.79 2.8% 1.22 0.9% 78% False False 665,486
10 136.26 130.57 5.69 4.2% 1.59 1.2% 85% False False 850,656
20 136.26 127.56 8.70 6.4% 1.48 1.1% 90% False False 917,641
40 136.26 125.22 11.04 8.2% 1.26 0.9% 92% False False 971,977
60 136.26 124.37 11.89 8.8% 1.07 0.8% 93% False False 862,033
80 136.26 121.75 14.51 10.7% 0.94 0.7% 94% False False 647,778
100 136.26 119.38 16.88 12.5% 0.84 0.6% 95% False False 518,364
120 136.26 119.38 16.88 12.5% 0.76 0.6% 95% False False 431,995
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.11
2.618 139.22
1.618 138.06
1.000 137.34
0.618 136.90
HIGH 136.18
0.618 135.74
0.500 135.60
0.382 135.46
LOW 135.02
0.618 134.30
1.000 133.86
1.618 133.14
2.618 131.98
4.250 130.09
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 135.60 135.22
PP 135.54 135.02
S1 135.49 134.81

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.