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  • pivot point

    Good afternoon,

    I have many problems about pivot point :

    first : pivotpoints are calculated with the close, but the closes which are taken to calculate in Eurext markets pivot pointsr1, s1, r2, s2 are the closes of 17h30 for eurex indices and 17h15 for intesrest rates as bund, bobl, schatz.

    So, i haven't good pivotpoints because i need the closes at 22h.

    How is-it possible to change that in formulas ?

    Second : i need only pivotpoints for the day appear and not all the previous pivotpoint.

    How is -it possible to get that ?

    Third : when you make appear todays open in emini futures us without globex the todays open which are taken are the todays open not at 15h30 but at 22h10, so when the market opens at 15h30, you don't see the real open.
    Nervertheless, previous close is at the right place and as the pattern which is taken is the same, todays open and previuos close are near one to the other.

    How is-it possible to change that ?

    thanks for your advices.

  • #2
    NOAMUSER01

    first : pivotpoints are calculated with the close, but the closes which are taken to calculate in Eurext markets pivot pointsr1, s1, r2, s2 are the closes of 17h30 for eurex indices and 17h15 for intesrest rates as bund, bobl, schatz.
    So, i haven't good pivotpoints because i need the closes at 22h.
    How is-it possible to change that in formulas ?
    The pivot formula(s) are based on the daily bar which includes the Settlement. There are various solutions available to you and the simplest one to implement for Eurex futures is probably the one shown in this post.

    Second : i need only pivotpoints for the day appear and not all the previous pivotpoint.
    How is -it possible to get that ?
    See the solution shown in this thread

    Third : when you make appear todays open in emini futures us without globex the todays open which are taken are the todays open not at 15h30 but at 22h10, so when the market opens at 15h30, you don't see the real open.
    Nervertheless, previous close is at the right place and as the pattern which is taken is the same, todays open and previuos close are near one to the other.
    How is-it possible to change that ?
    See the solution shown in this thread
    Alex

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