Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 138.20 137.94 -0.26 -0.2% 137.97
High 138.48 138.98 0.50 0.4% 139.13
Low 137.77 137.70 -0.07 -0.1% 137.50
Close 137.93 138.59 0.66 0.5% 138.95
Range 0.71 1.28 0.57 80.3% 1.63
ATR 1.06 1.08 0.02 1.5% 0.00
Volume 565,221 621,304 56,083 9.9% 502,015
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 142.26 141.71 139.29
R3 140.98 140.43 138.94
R2 139.70 139.70 138.82
R1 139.15 139.15 138.71 139.43
PP 138.42 138.42 138.42 138.56
S1 137.87 137.87 138.47 138.15
S2 137.14 137.14 138.36
S3 135.86 136.59 138.24
S4 134.58 135.31 137.89
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.42 142.81 139.85
R3 141.79 141.18 139.40
R2 140.16 140.16 139.25
R1 139.55 139.55 139.10 139.86
PP 138.53 138.53 138.53 138.68
S1 137.92 137.92 138.80 138.23
S2 136.90 136.90 138.65
S3 135.27 136.29 138.50
S4 133.64 134.66 138.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.32 137.70 1.62 1.2% 0.89 0.6% 55% False True 353,903
10 139.32 137.15 2.17 1.6% 0.84 0.6% 66% False False 251,132
20 139.32 135.18 4.14 3.0% 1.05 0.8% 82% False False 341,530
40 139.65 132.87 6.78 4.9% 1.20 0.9% 84% False False 235,551
60 139.65 132.87 6.78 4.9% 1.24 0.9% 84% False False 157,240
80 139.77 132.87 6.90 5.0% 1.19 0.9% 83% False False 117,963
100 139.77 132.87 6.90 5.0% 1.04 0.8% 83% False False 94,391
120 139.77 125.69 14.08 10.2% 0.87 0.6% 92% False False 78,672
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 True
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 144.42
2.618 142.33
1.618 141.05
1.000 140.26
0.618 139.77
HIGH 138.98
0.618 138.49
0.500 138.34
0.382 138.19
LOW 137.70
0.618 136.91
1.000 136.42
1.618 135.63
2.618 134.35
4.250 132.26
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 138.51 138.51
PP 138.42 138.42
S1 138.34 138.34

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.