Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 139.01 139.92 0.91 0.7% 139.31
High 139.63 140.02 0.39 0.3% 140.02
Low 139.01 139.33 0.32 0.2% 138.84
Close 139.59 139.35 -0.24 -0.2% 139.35
Range 0.62 0.69 0.07 11.3% 1.18
ATR 0.66 0.66 0.00 0.3% 0.00
Volume 2,371 7,545 5,174 218.2% 12,892
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 141.64 141.18 139.73
R3 140.95 140.49 139.54
R2 140.26 140.26 139.48
R1 139.80 139.80 139.41 139.69
PP 139.57 139.57 139.57 139.51
S1 139.11 139.11 139.29 139.00
S2 138.88 138.88 139.22
S3 138.19 138.42 139.16
S4 137.50 137.73 138.97
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.94 142.33 140.00
R3 141.76 141.15 139.67
R2 140.58 140.58 139.57
R1 139.97 139.97 139.46 140.28
PP 139.40 139.40 139.40 139.56
S1 138.79 138.79 139.24 139.10
S2 138.22 138.22 139.13
S3 137.04 137.61 139.03
S4 135.86 136.43 138.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.02 138.84 1.18 0.8% 0.61 0.4% 43% True False 2,578
10 140.02 138.48 1.54 1.1% 0.56 0.4% 56% True False 1,753
20 140.02 136.34 3.68 2.6% 0.63 0.4% 82% True False 1,075
40 140.02 133.95 6.07 4.4% 0.51 0.4% 89% True False 595
60 140.02 133.95 6.07 4.4% 0.34 0.2% 89% True False 421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.95
2.618 141.83
1.618 141.14
1.000 140.71
0.618 140.45
HIGH 140.02
0.618 139.76
0.500 139.68
0.382 139.59
LOW 139.33
0.618 138.90
1.000 138.64
1.618 138.21
2.618 137.52
4.250 136.40
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 139.68 139.43
PP 139.57 139.40
S1 139.46 139.38

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.