Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 135.27 134.18 -1.09 -0.8% 134.40
High 135.27 135.13 -0.14 -0.1% 135.55
Low 133.50 134.18 0.68 0.5% 133.50
Close 133.71 134.88 1.17 0.9% 133.71
Range 1.77 0.95 -0.82 -46.3% 2.05
ATR 0.00 0.81 0.81 0.00
Volume 81 8 -73 -90.1% 210
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 137.58 137.18 135.40
R3 136.63 136.23 135.14
R2 135.68 135.68 135.05
R1 135.28 135.28 134.97 135.48
PP 134.73 134.73 134.73 134.83
S1 134.33 134.33 134.79 134.53
S2 133.78 133.78 134.71
S3 132.83 133.38 134.62
S4 131.88 132.43 134.36
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.40 139.11 134.84
R3 138.35 137.06 134.27
R2 136.30 136.30 134.09
R1 135.01 135.01 133.90 134.63
PP 134.25 134.25 134.25 134.07
S1 132.96 132.96 133.52 132.58
S2 132.20 132.20 133.33
S3 130.15 130.91 133.15
S4 128.10 128.86 132.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.55 133.50 2.05 1.5% 1.08 0.8% 67% False False 43
10 135.55 133.03 2.52 1.9% 0.57 0.4% 73% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.17
2.618 137.62
1.618 136.67
1.000 136.08
0.618 135.72
HIGH 135.13
0.618 134.77
0.500 134.66
0.382 134.54
LOW 134.18
0.618 133.59
1.000 133.23
1.618 132.64
2.618 131.69
4.250 130.14
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 134.81 134.76
PP 134.73 134.64
S1 134.66 134.53

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

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