Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 139.34 138.47 -0.87 -0.6% 139.25
High 139.59 139.14 -0.45 -0.3% 139.89
Low 138.13 138.44 0.31 0.2% 138.13
Close 138.25 138.94 0.69 0.5% 138.25
Range 1.46 0.70 -0.76 -52.1% 1.76
ATR 0.98 0.97 -0.01 -0.6% 0.00
Volume 729,565 554,865 -174,700 -23.9% 3,410,146
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.94 140.64 139.33
R3 140.24 139.94 139.13
R2 139.54 139.54 139.07
R1 139.24 139.24 139.00 139.39
PP 138.84 138.84 138.84 138.92
S1 138.54 138.54 138.88 138.69
S2 138.14 138.14 138.81
S3 137.44 137.84 138.75
S4 136.74 137.14 138.56
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.04 142.90 139.22
R3 142.28 141.14 138.73
R2 140.52 140.52 138.57
R1 139.38 139.38 138.41 139.07
PP 138.76 138.76 138.76 138.60
S1 137.62 137.62 138.09 137.31
S2 137.00 137.00 137.93
S3 135.24 135.86 137.77
S4 133.48 134.10 137.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.89 138.13 1.76 1.3% 0.93 0.7% 46% False False 692,409
10 139.89 137.18 2.71 2.0% 0.91 0.7% 65% False False 685,467
20 140.23 137.18 3.05 2.2% 0.89 0.6% 58% False False 658,570
40 140.23 135.22 5.01 3.6% 0.94 0.7% 74% False False 493,753
60 140.23 132.87 7.36 5.3% 1.08 0.8% 82% False False 383,497
80 140.23 132.87 7.36 5.3% 1.15 0.8% 82% False False 287,817
100 140.23 132.87 7.36 5.3% 1.13 0.8% 82% False False 230,276
120 140.23 132.87 7.36 5.3% 1.02 0.7% 82% False False 191,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.12
2.618 140.97
1.618 140.27
1.000 139.84
0.618 139.57
HIGH 139.14
0.618 138.87
0.500 138.79
0.382 138.71
LOW 138.44
0.618 138.01
1.000 137.74
1.618 137.31
2.618 136.61
4.250 135.47
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 138.89 138.96
PP 138.84 138.95
S1 138.79 138.95

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.