Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 138.35 138.72 0.37 0.3% 134.79
High 138.35 138.75 0.40 0.3% 136.40
Low 137.63 136.77 -0.86 -0.6% 133.08
Close 137.98 137.15 -0.83 -0.6% 133.87
Range 0.72 1.98 1.26 175.0% 3.32
ATR 1.53 1.56 0.03 2.1% 0.00
Volume 387 675 288 74.4% 1,066
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 143.50 142.30 138.24
R3 141.52 140.32 137.69
R2 139.54 139.54 137.51
R1 138.34 138.34 137.33 137.95
PP 137.56 137.56 137.56 137.36
S1 136.36 136.36 136.97 135.97
S2 135.58 135.58 136.79
S3 133.60 134.38 136.61
S4 131.62 132.40 136.06
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 144.41 142.46 135.70
R3 141.09 139.14 134.78
R2 137.77 137.77 134.48
R1 135.82 135.82 134.17 135.14
PP 134.45 134.45 134.45 134.11
S1 132.50 132.50 133.57 131.82
S2 131.13 131.13 133.26
S3 127.81 129.18 132.96
S4 124.49 125.86 132.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.00 133.08 5.92 4.3% 1.61 1.2% 69% False False 777
10 139.00 133.08 5.92 4.3% 1.44 1.0% 69% False False 471
20 139.00 133.08 5.92 4.3% 1.29 0.9% 69% False False 363
40 139.77 133.08 6.69 4.9% 1.17 0.9% 61% False False 260
60 139.77 131.93 7.84 5.7% 0.86 0.6% 67% False False 195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.17
2.618 143.93
1.618 141.95
1.000 140.73
0.618 139.97
HIGH 138.75
0.618 137.99
0.500 137.76
0.382 137.53
LOW 136.77
0.618 135.55
1.000 134.79
1.618 133.57
2.618 131.59
4.250 128.36
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 137.76 137.89
PP 137.56 137.64
S1 137.35 137.40

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.