Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 137.05 138.67 1.62 1.2% 136.00
High 138.50 138.82 0.32 0.2% 138.50
Low 137.05 138.41 1.36 1.0% 135.70
Close 138.08 138.55 0.47 0.3% 138.08
Range 1.45 0.41 -1.04 -71.7% 2.80
ATR 0.85 0.85 -0.01 -1.0% 0.00
Volume 45 681 636 1,413.3% 956
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.82 139.60 138.78
R3 139.41 139.19 138.66
R2 139.00 139.00 138.63
R1 138.78 138.78 138.59 138.69
PP 138.59 138.59 138.59 138.55
S1 138.37 138.37 138.51 138.28
S2 138.18 138.18 138.47
S3 137.77 137.96 138.44
S4 137.36 137.55 138.32
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 145.83 144.75 139.62
R3 143.03 141.95 138.85
R2 140.23 140.23 138.59
R1 139.15 139.15 138.34 139.69
PP 137.43 137.43 137.43 137.70
S1 136.35 136.35 137.82 136.89
S2 134.63 134.63 137.57
S3 131.83 133.55 137.31
S4 129.03 130.75 136.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.82 135.70 3.12 2.3% 0.94 0.7% 91% True False 324
10 138.82 133.56 5.26 3.8% 0.63 0.5% 95% True False 167
20 138.82 132.11 6.71 4.8% 0.32 0.2% 96% True False 102
40 138.82 125.69 13.13 9.5% 0.16 0.1% 98% True False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 140.56
2.618 139.89
1.618 139.48
1.000 139.23
0.618 139.07
HIGH 138.82
0.618 138.66
0.500 138.62
0.382 138.57
LOW 138.41
0.618 138.16
1.000 138.00
1.618 137.75
2.618 137.34
4.250 136.67
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 138.62 138.12
PP 138.59 137.69
S1 138.57 137.26

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.