Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 133.91 134.75 0.84 0.6% 133.68
High 135.08 135.55 0.47 0.3% 134.99
Low 133.85 134.50 0.65 0.5% 133.03
Close 134.80 135.59 0.79 0.6% 134.99
Range 1.23 1.05 -0.18 -14.6% 1.96
ATR
Volume 8 113 105 1,312.5% 195
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 138.36 138.03 136.17
R3 137.31 136.98 135.88
R2 136.26 136.26 135.78
R1 135.93 135.93 135.69 136.10
PP 135.21 135.21 135.21 135.30
S1 134.88 134.88 135.49 135.05
S2 134.16 134.16 135.40
S3 133.11 133.83 135.30
S4 132.06 132.78 135.01
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.22 139.56 136.07
R3 138.26 137.60 135.53
R2 136.30 136.30 135.35
R1 135.64 135.64 135.17 135.97
PP 134.34 134.34 134.34 134.50
S1 133.68 133.68 134.81 134.01
S2 132.38 132.38 134.63
S3 130.42 131.72 134.45
S4 128.46 129.76 133.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.55 133.76 1.79 1.3% 0.55 0.4% 102% True False 53
10 135.55 133.03 2.52 1.9% 0.31 0.2% 102% True False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.01
2.618 138.30
1.618 137.25
1.000 136.60
0.618 136.20
HIGH 135.55
0.618 135.15
0.500 135.03
0.382 134.90
LOW 134.50
0.618 133.85
1.000 133.45
1.618 132.80
2.618 131.75
4.250 130.04
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 135.40 135.28
PP 135.21 134.97
S1 135.03 134.66

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.