Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 146.31 145.69 -0.62 -0.4% 144.22
High 146.33 146.34 0.01 0.0% 146.89
Low 145.63 145.59 -0.04 0.0% 144.02
Close 145.78 145.76 -0.02 0.0% 146.44
Range 0.70 0.75 0.05 7.1% 2.87
ATR 0.81 0.80 0.00 -0.5% 0.00
Volume 754,520 945,091 190,571 25.3% 4,466,798
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.15 147.70 146.17
R3 147.40 146.95 145.97
R2 146.65 146.65 145.90
R1 146.20 146.20 145.83 146.43
PP 145.90 145.90 145.90 146.01
S1 145.45 145.45 145.69 145.68
S2 145.15 145.15 145.62
S3 144.40 144.70 145.55
S4 143.65 143.95 145.35
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 154.39 153.29 148.02
R3 151.52 150.42 147.23
R2 148.65 148.65 146.97
R1 147.55 147.55 146.70 148.10
PP 145.78 145.78 145.78 146.06
S1 144.68 144.68 146.18 145.23
S2 142.91 142.91 145.91
S3 140.04 141.81 145.65
S4 137.17 138.94 144.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.89 144.24 2.65 1.8% 0.97 0.7% 57% False False 1,086,344
10 146.89 143.03 3.86 2.6% 0.83 0.6% 71% False False 933,631
20 146.89 141.92 4.97 3.4% 0.76 0.5% 77% False False 828,356
40 146.89 138.37 8.52 5.8% 0.74 0.5% 87% False False 761,382
60 146.89 135.27 11.62 8.0% 0.77 0.5% 90% False False 748,321
80 146.89 135.22 11.67 8.0% 0.77 0.5% 90% False False 595,467
100 146.89 135.22 11.67 8.0% 0.76 0.5% 90% False False 476,619
120 146.89 135.09 11.80 8.1% 0.73 0.5% 90% False False 397,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.53
2.618 148.30
1.618 147.55
1.000 147.09
0.618 146.80
HIGH 146.34
0.618 146.05
0.500 145.97
0.382 145.88
LOW 145.59
0.618 145.13
1.000 144.84
1.618 144.38
2.618 143.63
4.250 142.40
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 145.97 146.24
PP 145.90 146.08
S1 145.83 145.92

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.