Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 142.87 143.04 0.17 0.1% 142.32
High 143.09 143.69 0.60 0.4% 143.09
Low 142.49 142.95 0.46 0.3% 141.77
Close 142.90 143.54 0.64 0.4% 142.90
Range 0.60 0.74 0.14 23.3% 1.32
ATR 0.73 0.73 0.00 0.6% 0.00
Volume 618,261 655,570 37,309 6.0% 3,092,103
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 145.61 145.32 143.95
R3 144.87 144.58 143.74
R2 144.13 144.13 143.68
R1 143.84 143.84 143.61 143.99
PP 143.39 143.39 143.39 143.47
S1 143.10 143.10 143.47 143.25
S2 142.65 142.65 143.40
S3 141.91 142.36 143.34
S4 141.17 141.62 143.13
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 146.55 146.04 143.63
R3 145.23 144.72 143.26
R2 143.91 143.91 143.14
R1 143.40 143.40 143.02 143.66
PP 142.59 142.59 142.59 142.71
S1 142.08 142.08 142.78 142.34
S2 141.27 141.27 142.66
S3 139.95 140.76 142.54
S4 138.63 139.44 142.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.69 141.92 1.77 1.2% 0.68 0.5% 92% True False 690,869
10 143.69 140.59 3.10 2.2% 0.71 0.5% 95% True False 619,791
20 143.69 139.82 3.87 2.7% 0.69 0.5% 96% True False 677,988
40 143.69 135.27 8.42 5.9% 0.77 0.5% 98% True False 712,013
60 143.69 135.27 8.42 5.9% 0.75 0.5% 98% True False 574,968
80 143.69 135.22 8.47 5.9% 0.77 0.5% 98% True False 431,824
100 143.69 135.09 8.60 6.0% 0.74 0.5% 98% True False 345,501
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.84
2.618 145.63
1.618 144.89
1.000 144.43
0.618 144.15
HIGH 143.69
0.618 143.41
0.500 143.32
0.382 143.23
LOW 142.95
0.618 142.49
1.000 142.21
1.618 141.75
2.618 141.01
4.250 139.81
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 143.47 143.35
PP 143.39 143.16
S1 143.32 142.98

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.