Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 137.35 137.48 0.13 0.1% 137.33
High 137.62 137.93 0.31 0.2% 139.33
Low 136.98 135.36 -1.62 -1.2% 136.39
Close 137.41 135.91 -1.50 -1.1% 136.65
Range 0.64 2.57 1.93 301.6% 2.94
ATR 1.37 1.46 0.09 6.2% 0.00
Volume 6,496 13,652 7,156 110.2% 30,696
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 144.11 142.58 137.32
R3 141.54 140.01 136.62
R2 138.97 138.97 136.38
R1 137.44 137.44 136.15 136.92
PP 136.40 136.40 136.40 136.14
S1 134.87 134.87 135.67 134.35
S2 133.83 133.83 135.44
S3 131.26 132.30 135.20
S4 128.69 129.73 134.50
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.28 144.40 138.27
R3 143.34 141.46 137.46
R2 140.40 140.40 137.19
R1 138.52 138.52 136.92 137.99
PP 137.46 137.46 137.46 137.19
S1 135.58 135.58 136.38 135.05
S2 134.52 134.52 136.11
S3 131.58 132.64 135.84
S4 128.64 129.70 135.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.04 135.36 3.68 2.7% 1.48 1.1% 15% False True 8,063
10 139.65 135.36 4.29 3.2% 1.35 1.0% 13% False True 6,360
20 139.65 133.08 6.57 4.8% 1.42 1.0% 43% False False 3,669
40 139.65 133.08 6.57 4.8% 1.27 0.9% 43% False False 1,931
60 139.77 133.08 6.69 4.9% 1.16 0.9% 42% False False 1,341
80 139.77 131.36 8.41 6.2% 0.88 0.6% 54% False False 1,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 148.85
2.618 144.66
1.618 142.09
1.000 140.50
0.618 139.52
HIGH 137.93
0.618 136.95
0.500 136.65
0.382 136.34
LOW 135.36
0.618 133.77
1.000 132.79
1.618 131.20
2.618 128.63
4.250 124.44
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 136.65 136.65
PP 136.40 136.40
S1 136.16 136.16

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.