Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
24-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 135.56 134.91 -0.65 -0.5% 137.00
High 135.56 135.39 -0.17 -0.1% 137.93
Low 134.36 134.09 -0.27 -0.2% 134.09
Close 135.09 134.10 -0.99 -0.7% 134.10
Range 1.20 1.30 0.10 8.3% 3.84
ATR 1.46 1.45 -0.01 -0.8% 0.00
Volume 14,290 14,678 388 2.7% 57,251
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 138.43 137.56 134.82
R3 137.13 136.26 134.46
R2 135.83 135.83 134.34
R1 134.96 134.96 134.22 134.75
PP 134.53 134.53 134.53 134.42
S1 133.66 133.66 133.98 133.45
S2 133.23 133.23 133.86
S3 131.93 132.36 133.74
S4 130.63 131.06 133.39
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.89 144.34 136.21
R3 143.05 140.50 135.16
R2 139.21 139.21 134.80
R1 136.66 136.66 134.45 136.02
PP 135.37 135.37 135.37 135.05
S1 132.82 132.82 133.75 132.18
S2 131.53 131.53 133.40
S3 127.69 128.98 133.04
S4 123.85 125.14 131.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.93 134.09 3.84 2.9% 1.33 1.0% 0% False True 11,450
10 139.33 134.09 5.24 3.9% 1.33 1.0% 0% False True 8,794
20 139.65 134.09 5.56 4.1% 1.41 1.1% 0% False True 5,085
40 139.65 133.08 6.57 4.9% 1.29 1.0% 16% False False 2,654
60 139.77 133.08 6.69 5.0% 1.20 0.9% 15% False False 1,823
80 139.77 131.41 8.36 6.2% 0.91 0.7% 32% False False 1,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.92
2.618 138.79
1.618 137.49
1.000 136.69
0.618 136.19
HIGH 135.39
0.618 134.89
0.500 134.74
0.382 134.59
LOW 134.09
0.618 133.29
1.000 132.79
1.618 131.99
2.618 130.69
4.250 128.57
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 134.74 136.01
PP 134.53 135.37
S1 134.31 134.74

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.