Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 143.50 143.41 -0.09 -0.1% 145.40
High 143.69 144.18 0.49 0.3% 145.43
Low 142.55 143.26 0.71 0.5% 142.55
Close 143.06 143.48 0.42 0.3% 143.48
Range 1.14 0.92 -0.22 -19.3% 2.88
ATR 0.86 0.88 0.02 2.2% 0.00
Volume 1,124,811 859,101 -265,710 -23.6% 4,379,697
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 146.40 145.86 143.99
R3 145.48 144.94 143.73
R2 144.56 144.56 143.65
R1 144.02 144.02 143.56 144.29
PP 143.64 143.64 143.64 143.78
S1 143.10 143.10 143.40 143.37
S2 142.72 142.72 143.31
S3 141.80 142.18 143.23
S4 140.88 141.26 142.97
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 152.46 150.85 145.06
R3 149.58 147.97 144.27
R2 146.70 146.70 144.01
R1 145.09 145.09 143.74 144.46
PP 143.82 143.82 143.82 143.50
S1 142.21 142.21 143.22 141.58
S2 140.94 140.94 142.95
S3 138.06 139.33 142.69
S4 135.18 136.45 141.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.43 142.55 2.88 2.0% 1.02 0.7% 32% False False 875,939
10 145.97 142.55 3.42 2.4% 0.97 0.7% 27% False False 529,442
20 145.97 141.66 4.31 3.0% 0.83 0.6% 42% False False 269,517
40 145.97 138.48 7.49 5.2% 0.71 0.5% 67% False False 136,311
60 145.97 133.95 12.02 8.4% 0.68 0.5% 79% False False 90,970
80 145.97 133.95 12.02 8.4% 0.53 0.4% 79% False False 68,242
Crabel Price Patterns
NR True
NR4 False
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 148.09
2.618 146.59
1.618 145.67
1.000 145.10
0.618 144.75
HIGH 144.18
0.618 143.83
0.500 143.72
0.382 143.61
LOW 143.26
0.618 142.69
1.000 142.34
1.618 141.77
2.618 140.85
4.250 139.35
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 143.72 143.67
PP 143.64 143.60
S1 143.56 143.54

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.