Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 136.62 136.76 0.14 0.1% 135.48
High 136.91 138.08 1.17 0.9% 137.12
Low 135.97 136.61 0.64 0.5% 134.13
Close 136.90 137.91 1.01 0.7% 135.30
Range 0.94 1.47 0.53 56.4% 2.99
ATR 1.44 1.45 0.00 0.1% 0.00
Volume 458,369 505,119 46,750 10.2% 3,301,932
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.94 141.40 138.72
R3 140.47 139.93 138.31
R2 139.00 139.00 138.18
R1 138.46 138.46 138.04 138.73
PP 137.53 137.53 137.53 137.67
S1 136.99 136.99 137.78 137.26
S2 136.06 136.06 137.64
S3 134.59 135.52 137.51
S4 133.12 134.05 137.10
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 144.49 142.88 136.94
R3 141.50 139.89 136.12
R2 138.51 138.51 135.85
R1 136.90 136.90 135.57 136.21
PP 135.52 135.52 135.52 135.17
S1 133.91 133.91 135.03 133.22
S2 132.53 132.53 134.75
S3 129.54 130.92 134.48
S4 126.55 127.93 133.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.08 135.18 2.90 2.1% 1.53 1.1% 94% True False 514,899
10 138.08 133.50 4.58 3.3% 1.46 1.1% 96% True False 495,063
20 139.04 132.87 6.17 4.5% 1.42 1.0% 82% False False 257,132
40 139.65 132.87 6.78 4.9% 1.38 1.0% 74% False False 129,408
60 139.77 132.87 6.90 5.0% 1.30 0.9% 73% False False 86,332
80 139.77 132.87 6.90 5.0% 1.14 0.8% 73% False False 64,785
100 139.77 128.11 11.66 8.5% 0.91 0.7% 84% False False 51,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.33
2.618 141.93
1.618 140.46
1.000 139.55
0.618 138.99
HIGH 138.08
0.618 137.52
0.500 137.35
0.382 137.17
LOW 136.61
0.618 135.70
1.000 135.14
1.618 134.23
2.618 132.76
4.250 130.36
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 137.72 137.49
PP 137.53 137.07
S1 137.35 136.65

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.