Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 136.52 135.98 -0.54 -0.4% 137.84
High 136.52 136.22 -0.30 -0.2% 139.77
Low 135.50 135.62 0.12 0.1% 137.60
Close 136.08 135.62 -0.46 -0.3% 138.68
Range 1.02 0.60 -0.42 -41.2% 2.17
ATR 1.07 1.04 -0.03 -3.1% 0.00
Volume 38 18 -20 -52.6% 493
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 137.62 137.22 135.95
R3 137.02 136.62 135.79
R2 136.42 136.42 135.73
R1 136.02 136.02 135.68 135.92
PP 135.82 135.82 135.82 135.77
S1 135.42 135.42 135.57 135.32
S2 135.22 135.22 135.51
S3 134.62 134.82 135.46
S4 134.02 134.22 135.29
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 145.19 144.11 139.87
R3 143.02 141.94 139.28
R2 140.85 140.85 139.08
R1 139.77 139.77 138.88 140.31
PP 138.68 138.68 138.68 138.96
S1 137.60 137.60 138.48 138.14
S2 136.51 136.51 138.28
S3 134.34 135.43 138.08
S4 132.17 133.26 137.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.77 135.50 4.27 3.1% 1.16 0.9% 3% False False 58
10 139.77 135.50 4.27 3.1% 0.93 0.7% 3% False False 82
20 139.77 134.90 4.87 3.6% 0.98 0.7% 15% False False 162
40 139.77 131.36 8.41 6.2% 0.49 0.4% 51% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 138.77
2.618 137.79
1.618 137.19
1.000 136.82
0.618 136.59
HIGH 136.22
0.618 135.99
0.500 135.92
0.382 135.85
LOW 135.62
0.618 135.25
1.000 135.02
1.618 134.65
2.618 134.05
4.250 133.07
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 135.92 136.38
PP 135.82 136.12
S1 135.72 135.87

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.