Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 134.08 135.50 1.42 1.1% 137.42
High 135.04 135.66 0.62 0.5% 137.42
Low 133.97 135.50 1.53 1.1% 133.95
Close 134.88 135.64 0.76 0.6% 133.98
Range 1.07 0.16 -0.91 -85.0% 3.47
ATR 0.55 0.57 0.02 2.9% 0.00
Volume 995 11 -984 -98.9% 501
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 136.08 136.02 135.73
R3 135.92 135.86 135.68
R2 135.76 135.76 135.67
R1 135.70 135.70 135.65 135.73
PP 135.60 135.60 135.60 135.62
S1 135.54 135.54 135.63 135.57
S2 135.44 135.44 135.61
S3 135.28 135.38 135.60
S4 135.12 135.22 135.55
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
5 135.66 133.95 1.71 1.3% 0.54 0.4% 99% True False 271
10 137.42 133.95 3.47 2.6% 0.48 0.4% 49% False False 173
20 138.26 133.95 4.31 3.2% 0.29 0.2% 39% False False 110
40 138.26 133.95 4.31 3.2% 0.14 0.1% 39% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.03
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136.34
2.618 136.08
1.618 135.92
1.000 135.82
0.618 135.76
HIGH 135.66
0.618 135.60
0.500 135.58
0.382 135.56
LOW 135.50
0.618 135.40
1.000 135.34
1.618 135.24
2.618 135.08
4.250 134.82
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 135.62 135.37
PP 135.60 135.09
S1 135.58 134.82

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.