Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 137.34 137.98 0.64 0.5% 136.52
High 138.20 138.48 0.28 0.2% 137.46
Low 137.12 137.79 0.67 0.5% 136.04
Close 137.93 138.33 0.40 0.3% 137.32
Range 1.08 0.69 -0.39 -36.1% 1.42
ATR 0.82 0.81 -0.01 -1.2% 0.00
Volume 37,330 33,633 -3,697 -9.9% 64,788
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.27 139.99 138.71
R3 139.58 139.30 138.52
R2 138.89 138.89 138.46
R1 138.61 138.61 138.39 138.75
PP 138.20 138.20 138.20 138.27
S1 137.92 137.92 138.27 138.06
S2 137.51 137.51 138.20
S3 136.82 137.23 138.14
S4 136.13 136.54 137.95
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.20 140.68 138.10
R3 139.78 139.26 137.71
R2 138.36 138.36 137.58
R1 137.84 137.84 137.45 138.10
PP 136.94 136.94 136.94 137.07
S1 136.42 136.42 137.19 136.68
S2 135.52 135.52 137.06
S3 134.10 135.00 136.93
S4 132.68 133.58 136.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.48 136.05 2.43 1.8% 0.80 0.6% 94% True False 26,004
10 138.48 136.04 2.44 1.8% 0.74 0.5% 94% True False 15,926
20 138.48 135.22 3.26 2.4% 0.81 0.6% 95% True False 9,224
40 138.51 135.22 3.29 2.4% 0.75 0.5% 95% False False 4,924
60 138.51 133.50 5.01 3.6% 0.74 0.5% 96% False False 3,298
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.41
2.618 140.29
1.618 139.60
1.000 139.17
0.618 138.91
HIGH 138.48
0.618 138.22
0.500 138.14
0.382 138.05
LOW 137.79
0.618 137.36
1.000 137.10
1.618 136.67
2.618 135.98
4.250 134.86
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 138.27 138.15
PP 138.20 137.97
S1 138.14 137.79

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.