Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 131.93 132.11 0.18 0.1% 132.08
High 131.93 132.11 0.18 0.1% 133.10
Low 131.93 132.11 0.18 0.1% 131.41
Close 131.93 132.11 0.18 0.1% 131.96
Range
ATR 0.62 0.59 -0.03 -5.1% 0.00
Volume 0 100 100 84
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 132.11 132.11 132.11
R3 132.11 132.11 132.11
R2 132.11 132.11 132.11
R1 132.11 132.11 132.11 132.11
PP 132.11 132.11 132.11 132.11
S1 132.11 132.11 132.11 132.11
S2 132.11 132.11 132.11
S3 132.11 132.11 132.11
S4 132.11 132.11 132.11
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.23 136.28 132.89
R3 135.54 134.59 132.42
R2 133.85 133.85 132.27
R1 132.90 132.90 132.11 132.53
PP 132.16 132.16 132.16 131.97
S1 131.21 131.21 131.81 130.84
S2 130.47 130.47 131.65
S3 128.78 129.52 131.50
S4 127.09 127.83 131.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.10 131.93 1.17 0.9% 0.00 0.0% 15% False False 26
10 133.10 130.79 2.31 1.7% 0.00 0.0% 57% False False 47
20 133.10 125.69 7.41 5.6% 0.00 0.0% 87% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 132.11
2.618 132.11
1.618 132.11
1.000 132.11
0.618 132.11
HIGH 132.11
0.618 132.11
0.500 132.11
0.382 132.11
LOW 132.11
0.618 132.11
1.000 132.11
1.618 132.11
2.618 132.11
4.250 132.11
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 132.11 132.08
PP 132.11 132.05
S1 132.11 132.02

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

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