Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 134.50 134.81 0.31 0.2% 134.10
High 135.18 136.21 1.03 0.8% 135.71
Low 134.15 134.54 0.39 0.3% 132.87
Close 135.03 135.69 0.66 0.5% 135.61
Range 1.03 1.67 0.64 62.1% 2.84
ATR 1.40 1.42 0.02 1.4% 0.00
Volume 732,945 866,067 133,122 18.2% 382,182
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.49 139.76 136.61
R3 138.82 138.09 136.15
R2 137.15 137.15 136.00
R1 136.42 136.42 135.84 136.79
PP 135.48 135.48 135.48 135.66
S1 134.75 134.75 135.54 135.12
S2 133.81 133.81 135.38
S3 132.14 133.08 135.23
S4 130.47 131.41 134.77
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.25 142.27 137.17
R3 140.41 139.43 136.39
R2 137.57 137.57 136.13
R1 136.59 136.59 135.87 137.08
PP 134.73 134.73 134.73 134.98
S1 133.75 133.75 135.35 134.24
S2 131.89 131.89 135.09
S3 129.05 130.91 134.83
S4 126.21 128.07 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.21 133.50 2.71 2.0% 1.39 1.0% 81% True False 475,228
10 136.21 132.87 3.34 2.5% 1.33 1.0% 84% True False 252,783
20 139.65 132.87 6.78 5.0% 1.34 1.0% 42% False False 129,571
40 139.65 132.87 6.78 5.0% 1.34 1.0% 42% False False 65,095
60 139.77 132.87 6.90 5.1% 1.24 0.9% 41% False False 43,441
80 139.77 132.87 6.90 5.1% 1.04 0.8% 41% False False 32,606
100 139.77 125.69 14.08 10.4% 0.83 0.6% 71% False False 26,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.31
2.618 140.58
1.618 138.91
1.000 137.88
0.618 137.24
HIGH 136.21
0.618 135.57
0.500 135.38
0.382 135.18
LOW 134.54
0.618 133.51
1.000 132.87
1.618 131.84
2.618 130.17
4.250 127.44
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 135.59 135.52
PP 135.48 135.34
S1 135.38 135.17

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.