Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 143.32 143.11 -0.21 -0.1% 143.20
High 143.45 143.19 -0.26 -0.2% 143.48
Low 143.00 142.87 -0.13 -0.1% 142.83
Close 143.31 143.00 -0.31 -0.2% 143.31
Range 0.45 0.32 -0.13 -28.9% 0.65
ATR 0.62 0.61 -0.01 -2.1% 0.00
Volume 406,537 682,734 276,197 67.9% 2,878,392
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.98 143.81 143.18
R3 143.66 143.49 143.09
R2 143.34 143.34 143.06
R1 143.17 143.17 143.03 143.10
PP 143.02 143.02 143.02 142.98
S1 142.85 142.85 142.97 142.78
S2 142.70 142.70 142.94
S3 142.38 142.53 142.91
S4 142.06 142.21 142.82
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.16 144.88 143.67
R3 144.51 144.23 143.49
R2 143.86 143.86 143.43
R1 143.58 143.58 143.37 143.72
PP 143.21 143.21 143.21 143.28
S1 142.93 142.93 143.25 143.07
S2 142.56 142.56 143.19
S3 141.91 142.28 143.13
S4 141.26 141.63 142.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.48 142.83 0.65 0.5% 0.46 0.3% 26% False False 576,539
10 143.48 141.65 1.83 1.3% 0.55 0.4% 74% False False 590,584
20 143.48 139.87 3.61 2.5% 0.57 0.4% 87% False False 612,327
40 143.48 139.45 4.03 2.8% 0.63 0.4% 88% False False 635,276
60 143.48 138.41 5.07 3.5% 0.70 0.5% 91% False False 615,913
80 143.48 138.41 5.07 3.5% 0.74 0.5% 91% False False 463,229
100 144.49 138.41 6.08 4.3% 0.71 0.5% 75% False False 370,656
120 144.49 138.26 6.23 4.4% 0.69 0.5% 76% False False 308,892
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 144.55
2.618 144.03
1.618 143.71
1.000 143.51
0.618 143.39
HIGH 143.19
0.618 143.07
0.500 143.03
0.382 142.99
LOW 142.87
0.618 142.67
1.000 142.55
1.618 142.35
2.618 142.03
4.250 141.51
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 143.03 143.16
PP 143.02 143.11
S1 143.01 143.05

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.