Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 135.70 136.03 0.33 0.2% 134.40
High 136.20 136.21 0.01 0.0% 135.55
Low 135.56 135.91 0.35 0.3% 133.50
Close 136.18 135.93 -0.25 -0.2% 133.71
Range 0.64 0.30 -0.34 -53.1% 2.05
ATR 0.86 0.82 -0.04 -4.7% 0.00
Volume 63 19 -44 -69.8% 210
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 136.92 136.72 136.10
R3 136.62 136.42 136.01
R2 136.32 136.32 135.99
R1 136.12 136.12 135.96 136.07
PP 136.02 136.02 136.02 135.99
S1 135.82 135.82 135.90 135.77
S2 135.72 135.72 135.88
S3 135.42 135.52 135.85
S4 135.12 135.22 135.77
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
5 136.21 133.50 2.71 2.0% 0.94 0.7% 90% True False 45
10 136.21 133.50 2.71 2.0% 0.75 0.5% 90% True False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 137.49
2.618 137.00
1.618 136.70
1.000 136.51
0.618 136.40
HIGH 136.21
0.618 136.10
0.500 136.06
0.382 136.02
LOW 135.91
0.618 135.72
1.000 135.61
1.618 135.42
2.618 135.12
4.250 134.64
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 136.06 135.74
PP 136.02 135.55
S1 135.97 135.36

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

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