Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 144.26 144.19 -0.07 0.0% 145.81
High 144.41 144.50 0.09 0.1% 146.17
Low 143.80 144.16 0.36 0.3% 144.73
Close 144.15 144.32 0.17 0.1% 144.93
Range 0.61 0.34 -0.27 -44.3% 1.44
ATR 0.60 0.59 -0.02 -3.0% 0.00
Volume 425,826 357,454 -68,372 -16.1% 2,528,744
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 145.35 145.17 144.51
R3 145.01 144.83 144.41
R2 144.67 144.67 144.38
R1 144.49 144.49 144.35 144.58
PP 144.33 144.33 144.33 144.37
S1 144.15 144.15 144.29 144.24
S2 143.99 143.99 144.26
S3 143.65 143.81 144.23
S4 143.31 143.47 144.13
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.60 148.70 145.72
R3 148.16 147.26 145.33
R2 146.72 146.72 145.19
R1 145.82 145.82 145.06 145.55
PP 145.28 145.28 145.28 145.14
S1 144.38 144.38 144.80 144.11
S2 143.84 143.84 144.67
S3 142.40 142.94 144.53
S4 140.96 141.50 144.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.24 143.80 1.44 1.0% 0.52 0.4% 36% False False 455,228
10 146.17 143.80 2.37 1.6% 0.53 0.4% 22% False False 500,110
20 146.17 143.48 2.69 1.9% 0.58 0.4% 31% False False 450,900
40 146.17 142.09 4.08 2.8% 0.57 0.4% 55% False False 228,471
60 146.17 140.95 5.22 3.6% 0.58 0.4% 65% False False 153,453
80 146.17 139.73 6.44 4.5% 0.63 0.4% 71% False False 116,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 145.95
2.618 145.39
1.618 145.05
1.000 144.84
0.618 144.71
HIGH 144.50
0.618 144.37
0.500 144.33
0.382 144.29
LOW 144.16
0.618 143.95
1.000 143.82
1.618 143.61
2.618 143.27
4.250 142.72
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 144.33 144.32
PP 144.33 144.32
S1 144.32 144.32

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.