Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 143.00 142.38 -0.62 -0.4% 142.95
High 143.08 142.45 -0.63 -0.4% 143.66
Low 142.28 141.33 -0.95 -0.7% 142.17
Close 142.43 141.41 -1.02 -0.7% 143.40
Range 0.80 1.12 0.32 40.0% 1.49
ATR 1.08 1.09 0.00 0.2% 0.00
Volume 516,067 593,389 77,322 15.0% 2,686,169
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.09 144.37 142.03
R3 143.97 143.25 141.72
R2 142.85 142.85 141.62
R1 142.13 142.13 141.51 141.93
PP 141.73 141.73 141.73 141.63
S1 141.01 141.01 141.31 140.81
S2 140.61 140.61 141.20
S3 139.49 139.89 141.10
S4 138.37 138.77 140.79
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.55 146.96 144.22
R3 146.06 145.47 143.81
R2 144.57 144.57 143.67
R1 143.98 143.98 143.54 144.28
PP 143.08 143.08 143.08 143.22
S1 142.49 142.49 143.26 142.79
S2 141.59 141.59 143.13
S3 140.10 141.00 142.99
S4 138.61 139.51 142.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.66 141.33 2.33 1.6% 0.88 0.6% 3% False True 505,358
10 145.17 141.33 3.84 2.7% 1.17 0.8% 2% False True 595,383
20 146.26 141.33 4.93 3.5% 1.11 0.8% 2% False True 630,940
40 146.26 139.72 6.54 4.6% 0.99 0.7% 26% False False 635,287
60 146.26 139.72 6.54 4.6% 1.03 0.7% 26% False False 621,911
80 146.26 138.84 7.42 5.2% 0.93 0.7% 35% False False 467,707
100 146.26 135.28 10.98 7.8% 0.87 0.6% 56% False False 374,257
120 146.26 133.95 12.31 8.7% 0.77 0.5% 61% False False 311,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 147.21
2.618 145.38
1.618 144.26
1.000 143.57
0.618 143.14
HIGH 142.45
0.618 142.02
0.500 141.89
0.382 141.76
LOW 141.33
0.618 140.64
1.000 140.21
1.618 139.52
2.618 138.40
4.250 136.57
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 141.89 142.46
PP 141.73 142.11
S1 141.57 141.76

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.