Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 134.28 134.08 -0.20 -0.1% 137.42
High 134.34 135.04 0.70 0.5% 137.42
Low 134.01 133.97 -0.04 0.0% 133.95
Close 134.16 134.88 0.72 0.5% 133.98
Range 0.33 1.07 0.74 224.2% 3.47
ATR 0.52 0.55 0.04 7.7% 0.00
Volume 152 995 843 554.6% 501
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 137.84 137.43 135.47
R3 136.77 136.36 135.17
R2 135.70 135.70 135.08
R1 135.29 135.29 134.98 135.50
PP 134.63 134.63 134.63 134.73
S1 134.22 134.22 134.78 134.43
S2 133.56 133.56 134.68
S3 132.49 133.15 134.59
S4 131.42 132.08 134.29
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 145.53 143.22 135.89
R3 142.06 139.75 134.93
R2 138.59 138.59 134.62
R1 136.28 136.28 134.30 135.70
PP 135.12 135.12 135.12 134.83
S1 132.81 132.81 133.66 132.23
S2 131.65 131.65 133.34
S3 128.18 129.34 133.03
S4 124.71 125.87 132.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.36 133.95 1.41 1.0% 0.59 0.4% 66% False False 280
10 137.42 133.95 3.47 2.6% 0.52 0.4% 27% False False 179
20 138.26 133.95 4.31 3.2% 0.28 0.2% 22% False False 110
40 138.26 133.95 4.31 3.2% 0.14 0.1% 22% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 139.59
2.618 137.84
1.618 136.77
1.000 136.11
0.618 135.70
HIGH 135.04
0.618 134.63
0.500 134.51
0.382 134.38
LOW 133.97
0.618 133.31
1.000 132.90
1.618 132.24
2.618 131.17
4.250 129.42
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 134.76 134.76
PP 134.63 134.63
S1 134.51 134.51

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.