Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 135.15 134.69 -0.46 -0.3% 137.61
High 135.15 135.14 -0.01 0.0% 139.31
Low 134.74 133.44 -1.30 -1.0% 135.68
Close 134.87 133.82 -1.05 -0.8% 135.78
Range 0.41 1.70 1.29 314.6% 3.63
ATR 1.10 1.14 0.04 3.9% 0.00
Volume 215 120 -95 -44.2% 854
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 139.23 138.23 134.76
R3 137.53 136.53 134.29
R2 135.83 135.83 134.13
R1 134.83 134.83 133.98 134.48
PP 134.13 134.13 134.13 133.96
S1 133.13 133.13 133.66 132.78
S2 132.43 132.43 133.51
S3 130.73 131.43 133.35
S4 129.03 129.73 132.89
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
5 137.70 133.44 4.26 3.2% 1.13 0.8% 9% False True 165
10 139.31 133.44 5.87 4.4% 1.07 0.8% 6% False True 128
20 139.77 133.44 6.33 4.7% 1.03 0.8% 6% False True 132
40 139.77 133.39 6.38 4.8% 0.75 0.6% 7% False False 117
60 139.77 125.69 14.08 10.5% 0.50 0.4% 58% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 142.37
2.618 139.59
1.618 137.89
1.000 136.84
0.618 136.19
HIGH 135.14
0.618 134.49
0.500 134.29
0.382 134.09
LOW 133.44
0.618 132.39
1.000 131.74
1.618 130.69
2.618 128.99
4.250 126.22
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 134.29 134.74
PP 134.13 134.43
S1 133.98 134.13

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.