Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 138.31 139.42 1.11 0.8% 138.47
High 139.30 139.59 0.29 0.2% 139.14
Low 138.15 138.63 0.48 0.3% 136.93
Close 139.05 138.72 -0.33 -0.2% 138.62
Range 1.15 0.96 -0.19 -16.5% 2.21
ATR 1.00 1.00 0.00 -0.3% 0.00
Volume 733,007 821,512 88,505 12.1% 3,544,316
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.86 141.25 139.25
R3 140.90 140.29 138.98
R2 139.94 139.94 138.90
R1 139.33 139.33 138.81 139.16
PP 138.98 138.98 138.98 138.89
S1 138.37 138.37 138.63 138.20
S2 138.02 138.02 138.54
S3 137.06 137.41 138.46
S4 136.10 136.45 138.19
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
5 139.59 137.23 2.36 1.7% 1.06 0.8% 63% True False 706,675
10 139.59 136.93 2.66 1.9% 1.03 0.7% 67% True False 708,536
20 139.89 136.93 2.96 2.1% 0.98 0.7% 60% False False 706,896
40 140.23 136.69 3.54 2.6% 0.91 0.7% 57% False False 557,620
60 140.23 132.87 7.36 5.3% 1.06 0.8% 79% False False 479,403
80 140.23 132.87 7.36 5.3% 1.13 0.8% 79% False False 360,303
100 140.23 132.87 7.36 5.3% 1.13 0.8% 79% False False 288,278
120 140.23 132.87 7.36 5.3% 1.09 0.8% 79% False False 240,258
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.67
2.618 142.10
1.618 141.14
1.000 140.55
0.618 140.18
HIGH 139.59
0.618 139.22
0.500 139.11
0.382 139.00
LOW 138.63
0.618 138.04
1.000 137.67
1.618 137.08
2.618 136.12
4.250 134.55
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 139.11 138.74
PP 138.98 138.73
S1 138.85 138.73

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.