Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 135.88 135.72 -0.16 -0.1% 133.32
High 136.30 136.08 -0.22 -0.2% 136.30
Low 134.99 134.90 -0.09 -0.1% 133.24
Close 135.78 134.98 -0.80 -0.6% 134.98
Range 1.31 1.18 -0.13 -9.9% 3.06
ATR 1.22 1.22 0.00 -0.3% 0.00
Volume 176 27 -149 -84.7% 918
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.86 138.10 135.63
R3 137.68 136.92 135.30
R2 136.50 136.50 135.20
R1 135.74 135.74 135.09 135.53
PP 135.32 135.32 135.32 135.22
S1 134.56 134.56 134.87 134.35
S2 134.14 134.14 134.76
S3 132.96 133.38 134.66
S4 131.78 132.20 134.33
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 144.02 142.56 136.66
R3 140.96 139.50 135.82
R2 137.90 137.90 135.54
R1 136.44 136.44 135.26 137.17
PP 134.84 134.84 134.84 135.21
S1 133.38 133.38 134.70 134.11
S2 131.78 131.78 134.42
S3 128.72 130.32 134.14
S4 125.66 127.26 133.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.30 133.24 3.06 2.3% 1.25 0.9% 57% False False 183
10 136.30 133.24 3.06 2.3% 1.17 0.9% 57% False False 255
20 139.31 133.24 6.07 4.5% 1.13 0.8% 29% False False 181
40 139.77 133.24 6.53 4.8% 0.95 0.7% 27% False False 167
60 139.77 129.85 9.92 7.3% 0.64 0.5% 52% False False 127
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.10
2.618 139.17
1.618 137.99
1.000 137.26
0.618 136.81
HIGH 136.08
0.618 135.63
0.500 135.49
0.382 135.35
LOW 134.90
0.618 134.17
1.000 133.72
1.618 132.99
2.618 131.81
4.250 129.89
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 135.49 135.54
PP 135.32 135.35
S1 135.15 135.17

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.