Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 133.84 134.36 0.52 0.4% 134.18
High 133.84 134.36 0.52 0.4% 134.36
Low 133.84 134.21 0.37 0.3% 133.54
Close 133.84 134.21 0.37 0.3% 134.21
Range 0.00 0.15 0.15 0.82
ATR 0.59 0.58 0.00 -0.8% 0.00
Volume 0 1 1 21
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.71 134.61 134.29
R3 134.56 134.46 134.25
R2 134.41 134.41 134.24
R1 134.31 134.31 134.22 134.29
PP 134.26 134.26 134.26 134.25
S1 134.16 134.16 134.20 134.14
S2 134.11 134.11 134.18
S3 133.96 134.01 134.17
S4 133.81 133.86 134.13
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.50 136.17 134.66
R3 135.68 135.35 134.44
R2 134.86 134.86 134.36
R1 134.53 134.53 134.29 134.70
PP 134.04 134.04 134.04 134.12
S1 133.71 133.71 134.13 133.88
S2 133.22 133.22 134.06
S3 132.40 132.89 133.98
S4 131.58 132.07 133.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.36 133.54 0.82 0.6% 0.03 0.0% 82% True False 4
10 134.75 131.93 2.82 2.1% 0.02 0.0% 81% False False 36
20 134.75 129.85 4.90 3.7% 0.01 0.0% 89% False False 47
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 31 trading days
Fibonacci Retracements and Extensions
4.250 135.00
2.618 134.75
1.618 134.60
1.000 134.51
0.618 134.45
HIGH 134.36
0.618 134.30
0.500 134.29
0.382 134.27
LOW 134.21
0.618 134.12
1.000 134.06
1.618 133.97
2.618 133.82
4.250 133.57
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 134.29 134.12
PP 134.26 134.04
S1 134.24 133.95

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

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