Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
20-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 136.52 136.09 -0.43 -0.3% 136.43
High 136.61 136.56 -0.05 0.0% 137.85
Low 136.18 136.04 -0.14 -0.1% 135.94
Close 136.28 136.26 -0.02 0.0% 136.72
Range 0.43 0.52 0.09 20.9% 1.91
ATR 0.85 0.83 -0.02 -2.8% 0.00
Volume 386 5,341 4,955 1,283.7% 33,338
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 137.85 137.57 136.55
R3 137.33 137.05 136.40
R2 136.81 136.81 136.36
R1 136.53 136.53 136.31 136.67
PP 136.29 136.29 136.29 136.36
S1 136.01 136.01 136.21 136.15
S2 135.77 135.77 136.16
S3 135.25 135.49 136.12
S4 134.73 134.97 135.97
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.57 141.55 137.77
R3 140.66 139.64 137.25
R2 138.75 138.75 137.07
R1 137.73 137.73 136.90 138.24
PP 136.84 136.84 136.84 137.09
S1 135.82 135.82 136.54 136.33
S2 134.93 134.93 136.37
S3 133.02 133.91 136.19
S4 131.11 132.00 135.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.85 136.04 1.81 1.3% 0.69 0.5% 12% False True 5,848
10 137.85 135.22 2.63 1.9% 0.77 0.6% 40% False False 4,572
20 138.10 135.22 2.88 2.1% 0.79 0.6% 36% False False 2,978
40 138.51 135.22 3.29 2.4% 0.72 0.5% 32% False False 1,676
60 138.51 133.03 5.48 4.0% 0.67 0.5% 59% False False 1,133
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.77
2.618 137.92
1.618 137.40
1.000 137.08
0.618 136.88
HIGH 136.56
0.618 136.36
0.500 136.30
0.382 136.24
LOW 136.04
0.618 135.72
1.000 135.52
1.618 135.20
2.618 134.68
4.250 133.83
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 136.30 136.57
PP 136.29 136.47
S1 136.27 136.36

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.