Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 135.65 135.15 -0.50 -0.4% 137.61
High 136.03 135.15 -0.88 -0.6% 139.31
Low 134.82 134.74 -0.08 -0.1% 135.68
Close 134.95 134.87 -0.08 -0.1% 135.78
Range 1.21 0.41 -0.80 -66.1% 3.63
ATR 1.15 1.10 -0.05 -4.6% 0.00
Volume 45 215 170 377.8% 854
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 136.15 135.92 135.10
R3 135.74 135.51 134.98
R2 135.33 135.33 134.95
R1 135.10 135.10 134.91 135.01
PP 134.92 134.92 134.92 134.88
S1 134.69 134.69 134.83 134.60
S2 134.51 134.51 134.79
S3 134.10 134.28 134.76
S4 133.69 133.87 134.64
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 147.81 145.43 137.78
R3 144.18 141.80 136.78
R2 140.55 140.55 136.45
R1 138.17 138.17 136.11 137.55
PP 136.92 136.92 136.92 136.61
S1 134.54 134.54 135.45 133.92
S2 133.29 133.29 135.11
S3 129.66 130.91 134.78
S4 126.03 127.28 133.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.67 134.74 3.93 2.9% 1.05 0.8% 3% False True 189
10 139.31 134.74 4.57 3.4% 1.00 0.7% 3% False True 119
20 139.77 134.74 5.03 3.7% 1.02 0.8% 3% False True 135
40 139.77 132.92 6.85 5.1% 0.70 0.5% 28% False False 116
60 139.77 125.69 14.08 10.4% 0.47 0.3% 65% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 136.89
2.618 136.22
1.618 135.81
1.000 135.56
0.618 135.40
HIGH 135.15
0.618 134.99
0.500 134.95
0.382 134.90
LOW 134.74
0.618 134.49
1.000 134.33
1.618 134.08
2.618 133.67
4.250 133.00
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 134.95 135.68
PP 134.92 135.41
S1 134.90 135.14

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.