Wrong close so wrong pivot !!

[Jeanmark]

I use prevclose.efs but I don't understand the result.
as you can see with the example-
the real close is 5545 but with prevclose.efs its 5566.5.
(Its like that every day).
If I modify with the time template the "end time" the result return by the efs function doesn't change.
And pivot point are calculate with this bad prev close !!
Could you help me ?
thank you

[ACM]

jeanmark
Prevclose retrieves the value from the daily bar which includes the settlement and yesterday's Close was 5566.50 (see enclosed snapshot taken from Eurex' site)
Alex

[Jeanmark]

ok Alexis,
But If I want plot the last price traded and plot the pivot point with it ,how can I do ?
thank you.

[Jeanmark]

Alexis,
As you can see the daily settlement price its absolutly not the last traded futures quote.

[ACM]

Jeanmark
I am aware of how Eurex computes the Settlement but that is an issue you need to take up with the exchange as eSignal has nothing to do with it.
In eSignal and in other providers I know the daily bar always includes the Settlement regardless of how that is being calculated.
Having said that run a search through my posts using the keyword pivot* and you will find a solution to what you are trying to do
Alex

[Jeanmark]

Thank you,
the problem is resoved.