Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 136.65 136.36 -0.29 -0.2% 133.39
High 137.04 136.75 -0.29 -0.2% 135.54
Low 136.40 136.23 -0.17 -0.1% 133.39
Close 137.01 136.32 -0.69 -0.5% 135.54
Range 0.64 0.52 -0.12 -18.8% 2.15
ATR 0.71 0.71 0.01 0.7% 0.00
Volume 318 397 79 24.8% 42
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 137.99 137.68 136.61
R3 137.47 137.16 136.46
R2 136.95 136.95 136.42
R1 136.64 136.64 136.37 136.54
PP 136.43 136.43 136.43 136.38
S1 136.12 136.12 136.27 136.02
S2 135.91 135.91 136.22
S3 135.39 135.60 136.18
S4 134.87 135.08 136.03
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 141.27 140.56 136.72
R3 139.12 138.41 136.13
R2 136.97 136.97 135.93
R1 136.26 136.26 135.74 136.62
PP 134.82 134.82 134.82 135.00
S1 134.11 134.11 135.34 134.47
S2 132.67 132.67 135.15
S3 130.52 131.96 134.95
S4 128.37 129.81 134.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.04 134.00 3.04 2.2% 0.56 0.4% 76% False False 154
10 137.04 133.39 3.65 2.7% 0.30 0.2% 80% False False 77
20 137.04 131.93 5.11 3.7% 0.15 0.1% 86% False False 57
Crabel Price Patterns
NR True
NR4 True
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 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.96
2.618 138.11
1.618 137.59
1.000 137.27
0.618 137.07
HIGH 136.75
0.618 136.55
0.500 136.49
0.382 136.43
LOW 136.23
0.618 135.91
1.000 135.71
1.618 135.39
2.618 134.87
4.250 134.02
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 136.49 136.52
PP 136.43 136.45
S1 136.38 136.39

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.