Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 139.25 139.59 0.34 0.2% 138.19
High 139.77 139.89 0.12 0.1% 139.26
Low 139.11 139.08 -0.03 0.0% 137.18
Close 139.55 139.72 0.17 0.1% 138.89
Range 0.66 0.81 0.15 22.7% 2.08
ATR 0.96 0.95 -0.01 -1.1% 0.00
Volume 502,962 715,895 212,933 42.3% 3,587,312
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.99 141.67 140.17
R3 141.18 140.86 139.94
R2 140.37 140.37 139.87
R1 140.05 140.05 139.79 140.21
PP 139.56 139.56 139.56 139.65
S1 139.24 139.24 139.65 139.40
S2 138.75 138.75 139.57
S3 137.94 138.43 139.50
S4 137.13 137.62 139.27
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 144.68 143.87 140.03
R3 142.60 141.79 139.46
R2 140.52 140.52 139.27
R1 139.71 139.71 139.08 140.12
PP 138.44 138.44 138.44 138.65
S1 137.63 137.63 138.70 138.04
S2 136.36 136.36 138.51
S3 134.28 135.55 138.32
S4 132.20 133.47 137.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.89 137.18 2.71 1.9% 0.90 0.6% 94% True False 663,159
10 140.01 137.18 2.83 2.0% 0.91 0.7% 90% False False 692,352
20 140.23 137.18 3.05 2.2% 0.87 0.6% 83% False False 620,438
40 140.23 134.13 6.10 4.4% 0.99 0.7% 92% False False 494,807
60 140.23 132.87 7.36 5.3% 1.10 0.8% 93% False False 337,866
80 140.23 132.87 7.36 5.3% 1.16 0.8% 93% False False 253,497
100 140.23 132.87 7.36 5.3% 1.13 0.8% 93% False False 202,829
120 140.23 131.93 8.30 5.9% 0.99 0.7% 94% False False 169,036
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
4.250 143.33
2.618 142.01
1.618 141.20
1.000 140.70
0.618 140.39
HIGH 139.89
0.618 139.58
0.500 139.49
0.382 139.39
LOW 139.08
0.618 138.58
1.000 138.27
1.618 137.77
2.618 136.96
4.250 135.64
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 139.64 139.55
PP 139.56 139.38
S1 139.49 139.21

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.