Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 144.94 145.40 0.46 0.3% 142.96
High 145.97 145.42 -0.55 -0.4% 145.97
Low 144.90 144.68 -0.22 -0.2% 142.80
Close 145.40 144.85 -0.55 -0.4% 145.40
Range 1.07 0.74 -0.33 -30.8% 3.17
ATR 0.78 0.78 0.00 -0.4% 0.00
Volume 389,561 404,931 15,370 3.9% 914,727
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 147.20 146.77 145.26
R3 146.46 146.03 145.05
R2 145.72 145.72 144.99
R1 145.29 145.29 144.92 145.14
PP 144.98 144.98 144.98 144.91
S1 144.55 144.55 144.78 144.40
S2 144.24 144.24 144.71
S3 143.50 143.81 144.65
S4 142.76 143.07 144.44
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 154.23 152.99 147.14
R3 151.06 149.82 146.27
R2 147.89 147.89 145.98
R1 146.65 146.65 145.69 147.27
PP 144.72 144.72 144.72 145.04
S1 143.48 143.48 145.11 144.10
S2 141.55 141.55 144.82
S3 138.38 140.31 144.53
S4 135.21 137.14 143.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.97 142.88 3.09 2.1% 0.97 0.7% 64% False False 259,883
10 145.97 141.87 4.10 2.8% 0.82 0.6% 73% False False 137,605
20 145.97 140.76 5.21 3.6% 0.73 0.5% 79% False False 71,846
40 145.97 137.00 8.97 6.2% 0.67 0.5% 88% False False 36,961
60 145.97 133.95 12.02 8.3% 0.63 0.4% 91% False False 24,728
80 145.97 133.95 12.02 8.3% 0.48 0.3% 91% False False 18,560
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.57
2.618 147.36
1.618 146.62
1.000 146.16
0.618 145.88
HIGH 145.42
0.618 145.14
0.500 145.05
0.382 144.96
LOW 144.68
0.618 144.22
1.000 143.94
1.618 143.48
2.618 142.74
4.250 141.54
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 145.05 144.99
PP 144.98 144.94
S1 144.92 144.90

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.