Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 138.83 137.78 -1.05 -0.8% 139.25
High 139.13 137.96 -1.17 -0.8% 139.89
Low 137.83 137.50 -0.33 -0.2% 138.13
Close 138.02 137.74 -0.28 -0.2% 138.25
Range 1.30 0.46 -0.84 -64.6% 1.76
ATR 0.99 0.96 -0.03 -3.4% 0.00
Volume 812,016 622,735 -189,281 -23.3% 3,410,146
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 139.11 138.89 137.99
R3 138.65 138.43 137.87
R2 138.19 138.19 137.82
R1 137.97 137.97 137.78 137.85
PP 137.73 137.73 137.73 137.68
S1 137.51 137.51 137.70 137.39
S2 137.27 137.27 137.66
S3 136.81 137.05 137.61
S4 136.35 136.59 137.49
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.04 142.90 139.22
R3 142.28 141.14 138.73
R2 140.52 140.52 138.57
R1 139.38 139.38 138.41 139.07
PP 138.76 138.76 138.76 138.60
S1 137.62 137.62 138.09 137.31
S2 137.00 137.00 137.93
S3 135.24 135.86 137.77
S4 133.48 134.10 137.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.79 137.50 2.29 1.7% 0.97 0.7% 10% False True 695,645
10 139.89 137.50 2.39 1.7% 0.89 0.6% 10% False True 674,151
20 140.23 137.18 3.05 2.2% 0.91 0.7% 18% False False 687,892
40 140.23 135.97 4.26 3.1% 0.90 0.7% 42% False False 506,138
60 140.23 132.87 7.36 5.3% 1.06 0.8% 66% False False 407,329
80 140.23 132.87 7.36 5.3% 1.13 0.8% 66% False False 305,731
100 140.23 132.87 7.36 5.3% 1.13 0.8% 66% False False 244,622
120 140.23 132.87 7.36 5.3% 1.04 0.8% 66% False False 203,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.19
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 139.92
2.618 139.16
1.618 138.70
1.000 138.42
0.618 138.24
HIGH 137.96
0.618 137.78
0.500 137.73
0.382 137.68
LOW 137.50
0.618 137.22
1.000 137.04
1.618 136.76
2.618 136.30
4.250 135.55
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 137.74 138.32
PP 137.73 138.13
S1 137.73 137.93

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.