Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 140.31 140.58 0.27 0.2% 140.39
High 140.78 140.86 0.08 0.1% 140.86
Low 140.06 140.21 0.15 0.1% 139.82
Close 140.68 140.60 -0.08 -0.1% 140.60
Range 0.72 0.65 -0.07 -9.7% 1.04
ATR 0.78 0.77 -0.01 -1.2% 0.00
Volume 817,074 674,875 -142,199 -17.4% 3,530,130
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.51 142.20 140.96
R3 141.86 141.55 140.78
R2 141.21 141.21 140.72
R1 140.90 140.90 140.66 141.06
PP 140.56 140.56 140.56 140.63
S1 140.25 140.25 140.54 140.41
S2 139.91 139.91 140.48
S3 139.26 139.60 140.42
S4 138.61 138.95 140.24
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.55 143.11 141.17
R3 142.51 142.07 140.89
R2 141.47 141.47 140.79
R1 141.03 141.03 140.70 141.25
PP 140.43 140.43 140.43 140.54
S1 139.99 139.99 140.50 140.21
S2 139.39 139.39 140.41
S3 138.35 138.95 140.31
S4 137.31 137.91 140.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.86 139.82 1.04 0.7% 0.62 0.4% 75% True False 706,026
10 140.86 138.37 2.49 1.8% 0.71 0.5% 90% True False 731,289
20 140.86 136.32 4.54 3.2% 0.78 0.6% 94% True False 724,263
40 140.86 135.27 5.59 4.0% 0.77 0.5% 95% True False 611,256
60 140.86 135.22 5.64 4.0% 0.78 0.6% 95% True False 408,539
80 140.86 135.22 5.64 4.0% 0.76 0.5% 95% True False 306,501
100 140.86 133.03 7.83 5.6% 0.72 0.5% 97% True False 245,210
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.62
2.618 142.56
1.618 141.91
1.000 141.51
0.618 141.26
HIGH 140.86
0.618 140.61
0.500 140.54
0.382 140.46
LOW 140.21
0.618 139.81
1.000 139.56
1.618 139.16
2.618 138.51
4.250 137.45
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 140.58 140.51
PP 140.56 140.43
S1 140.54 140.34

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

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