Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 138.49 138.31 -0.18 -0.1% 138.47
High 138.75 139.30 0.55 0.4% 139.14
Low 137.89 138.15 0.26 0.2% 136.93
Close 138.53 139.05 0.52 0.4% 138.62
Range 0.86 1.15 0.29 33.7% 2.21
ATR 0.99 1.00 0.01 1.1% 0.00
Volume 737,925 733,007 -4,918 -0.7% 3,544,316
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.28 141.82 139.68
R3 141.13 140.67 139.37
R2 139.98 139.98 139.26
R1 139.52 139.52 139.16 139.75
PP 138.83 138.83 138.83 138.95
S1 138.37 138.37 138.94 138.60
S2 137.68 137.68 138.84
S3 136.53 137.22 138.73
S4 135.38 136.07 138.42
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.86 143.95 139.84
R3 142.65 141.74 139.23
R2 140.44 140.44 139.03
R1 139.53 139.53 138.82 139.99
PP 138.23 138.23 138.23 138.46
S1 137.32 137.32 138.42 137.78
S2 136.02 136.02 138.21
S3 133.81 135.11 138.01
S4 131.60 132.90 137.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.30 136.93 2.37 1.7% 1.07 0.8% 89% True False 708,935
10 139.79 136.93 2.86 2.1% 1.02 0.7% 74% False False 702,290
20 139.89 136.93 2.96 2.1% 0.97 0.7% 72% False False 701,281
40 140.23 136.69 3.54 2.5% 0.91 0.7% 67% False False 544,526
60 140.23 132.87 7.36 5.3% 1.05 0.8% 84% False False 465,819
80 140.23 132.87 7.36 5.3% 1.14 0.8% 84% False False 350,035
100 140.23 132.87 7.36 5.3% 1.13 0.8% 84% False False 280,064
120 140.23 132.87 7.36 5.3% 1.08 0.8% 84% False False 233,412
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.19
2.618 142.31
1.618 141.16
1.000 140.45
0.618 140.01
HIGH 139.30
0.618 138.86
0.500 138.73
0.382 138.59
LOW 138.15
0.618 137.44
1.000 137.00
1.618 136.29
2.618 135.14
4.250 133.26
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 138.94 138.86
PP 138.83 138.66
S1 138.73 138.47

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.