Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 129.85 130.76 0.91 0.7% 126.94
High 129.85 130.80 0.95 0.7% 129.04
Low 129.85 130.76 0.91 0.7% 126.94
Close 129.85 130.80 0.95 0.7% 129.04
Range 0.00 0.04 0.04 2.10
ATR
Volume 0 201 201 405
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 130.91 130.89 130.82
R3 130.87 130.85 130.81
R2 130.83 130.83 130.81
R1 130.81 130.81 130.80 130.82
PP 130.79 130.79 130.79 130.79
S1 130.77 130.77 130.80 130.78
S2 130.75 130.75 130.79
S3 130.71 130.73 130.79
S4 130.67 130.69 130.78
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 134.64 133.94 130.20
R3 132.54 131.84 129.62
R2 130.44 130.44 129.43
R1 129.74 129.74 129.23 130.09
PP 128.34 128.34 128.34 128.52
S1 127.64 127.64 128.85 127.99
S2 126.24 126.24 128.66
S3 124.14 125.54 128.46
S4 122.04 123.44 127.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.80 128.05 2.75 2.1% 0.01 0.0% 100% True False 40
10 130.80 125.69 5.11 3.9% 0.00 0.0% 100% True False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 130.97
2.618 130.90
1.618 130.86
1.000 130.84
0.618 130.82
HIGH 130.80
0.618 130.78
0.500 130.78
0.382 130.78
LOW 130.76
0.618 130.74
1.000 130.72
1.618 130.70
2.618 130.66
4.250 130.59
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 130.79 130.51
PP 130.79 130.21
S1 130.78 129.92

These figures are updated between 7pm and 10pm EST after a trading day.

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