Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 134.52 135.14 0.62 0.5% 135.37
High 135.61 135.29 -0.32 -0.2% 135.84
Low 134.31 134.30 -0.01 0.0% 133.88
Close 135.28 134.40 -0.88 -0.7% 135.24
Range 1.30 0.99 -0.31 -23.8% 1.96
ATR 1.29 1.26 -0.02 -1.6% 0.00
Volume 696,538 875,132 178,594 25.6% 3,800,116
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.63 137.01 134.94
R3 136.64 136.02 134.67
R2 135.65 135.65 134.58
R1 135.03 135.03 134.49 134.85
PP 134.66 134.66 134.66 134.57
S1 134.04 134.04 134.31 133.86
S2 133.67 133.67 134.22
S3 132.68 133.05 134.13
S4 131.69 132.06 133.86
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 140.87 140.01 136.32
R3 138.91 138.05 135.78
R2 136.95 136.95 135.60
R1 136.09 136.09 135.42 135.54
PP 134.99 134.99 134.99 134.71
S1 134.13 134.13 135.06 133.58
S2 133.03 133.03 134.88
S3 131.07 132.17 134.70
S4 129.11 130.21 134.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.84 133.88 1.96 1.5% 1.11 0.8% 27% False False 694,163
10 136.26 133.88 2.38 1.8% 1.17 0.9% 22% False False 758,255
20 136.26 130.52 5.74 4.3% 1.49 1.1% 68% False False 848,080
40 136.26 125.79 10.47 7.8% 1.32 1.0% 82% False False 915,474
60 136.26 124.53 11.73 8.7% 1.12 0.8% 84% False False 934,984
80 136.26 123.28 12.98 9.7% 0.99 0.7% 86% False False 718,803
100 136.26 119.38 16.88 12.6% 0.90 0.7% 89% False False 575,323
120 136.26 119.38 16.88 12.6% 0.81 0.6% 89% False False 479,465
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.50
2.618 137.88
1.618 136.89
1.000 136.28
0.618 135.90
HIGH 135.29
0.618 134.91
0.500 134.80
0.382 134.68
LOW 134.30
0.618 133.69
1.000 133.31
1.618 132.70
2.618 131.71
4.250 130.09
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 134.80 134.90
PP 134.66 134.73
S1 134.53 134.57

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.