Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 136.68 136.87 0.19 0.1% 134.18
High 137.09 136.87 -0.22 -0.2% 137.09
Low 136.68 136.56 -0.12 -0.1% 134.18
Close 136.88 136.69 -0.19 -0.1% 136.88
Range 0.41 0.31 -0.10 -24.4% 2.91
ATR 0.85 0.81 -0.04 -4.4% 0.00
Volume 10 3 -7 -70.0% 154
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 137.64 137.47 136.86
R3 137.33 137.16 136.78
R2 137.02 137.02 136.75
R1 136.85 136.85 136.72 136.78
PP 136.71 136.71 136.71 136.67
S1 136.54 136.54 136.66 136.47
S2 136.40 136.40 136.63
S3 136.09 136.23 136.60
S4 135.78 135.92 136.52
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 144.78 143.74 138.48
R3 141.87 140.83 137.68
R2 138.96 138.96 137.41
R1 137.92 137.92 137.15 138.44
PP 136.05 136.05 136.05 136.31
S1 135.01 135.01 136.61 135.53
S2 133.14 133.14 136.35
S3 130.23 132.10 136.08
S4 127.32 129.19 135.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.09 134.50 2.59 1.9% 0.54 0.4% 85% False False 29
10 137.09 133.50 3.59 2.6% 0.81 0.6% 89% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 138.19
2.618 137.68
1.618 137.37
1.000 137.18
0.618 137.06
HIGH 136.87
0.618 136.75
0.500 136.72
0.382 136.68
LOW 136.56
0.618 136.37
1.000 136.25
1.618 136.06
2.618 135.75
4.250 135.24
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 136.72 136.63
PP 136.71 136.56
S1 136.70 136.50

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

View Archives - Comment on this page... - Back to Index of Symbols