Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 136.85 137.45 0.60 0.4% 135.56
High 137.55 138.06 0.51 0.4% 137.70
Low 136.63 137.12 0.49 0.4% 135.27
Close 137.52 137.76 0.24 0.2% 137.54
Range 0.92 0.94 0.02 2.2% 2.43
ATR 0.85 0.85 0.01 0.8% 0.00
Volume 728,980 692,843 -36,137 -5.0% 3,882,250
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.47 140.05 138.28
R3 139.53 139.11 138.02
R2 138.59 138.59 137.93
R1 138.17 138.17 137.85 138.38
PP 137.65 137.65 137.65 137.75
S1 137.23 137.23 137.67 137.44
S2 136.71 136.71 137.59
S3 135.77 136.29 137.50
S4 134.83 135.35 137.24
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.13 143.26 138.88
R3 141.70 140.83 138.21
R2 139.27 139.27 137.99
R1 138.40 138.40 137.76 138.84
PP 136.84 136.84 136.84 137.05
S1 135.97 135.97 137.32 136.41
S2 134.41 134.41 137.09
S3 131.98 133.54 136.87
S4 129.55 131.11 136.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.06 136.32 1.74 1.3% 0.93 0.7% 83% True False 758,491
10 138.06 135.27 2.79 2.0% 0.89 0.6% 89% True False 775,806
20 139.06 135.27 3.79 2.8% 0.81 0.6% 66% False False 679,598
40 139.06 135.22 3.84 2.8% 0.81 0.6% 66% False False 345,307
60 139.06 135.22 3.84 2.8% 0.77 0.6% 66% False False 230,452
80 139.06 133.50 5.56 4.0% 0.76 0.6% 77% False False 172,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.06
2.618 140.52
1.618 139.58
1.000 139.00
0.618 138.64
HIGH 138.06
0.618 137.70
0.500 137.59
0.382 137.48
LOW 137.12
0.618 136.54
1.000 136.18
1.618 135.60
2.618 134.66
4.250 133.13
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 137.70 137.62
PP 137.65 137.47
S1 137.59 137.33

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.