Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 140.58 140.61 0.03 0.0% 140.39
High 140.86 141.37 0.51 0.4% 140.86
Low 140.21 140.58 0.37 0.3% 139.82
Close 140.60 141.14 0.54 0.4% 140.60
Range 0.65 0.79 0.14 21.5% 1.04
ATR 0.77 0.77 0.00 0.2% 0.00
Volume 674,875 647,065 -27,810 -4.1% 3,530,130
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.40 143.06 141.57
R3 142.61 142.27 141.36
R2 141.82 141.82 141.28
R1 141.48 141.48 141.21 141.65
PP 141.03 141.03 141.03 141.12
S1 140.69 140.69 141.07 140.86
S2 140.24 140.24 141.00
S3 139.45 139.90 140.92
S4 138.66 139.11 140.71
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
5 141.37 139.82 1.55 1.1% 0.68 0.5% 85% True False 711,417
10 141.37 139.45 1.92 1.4% 0.68 0.5% 88% True False 721,185
20 141.37 136.59 4.78 3.4% 0.77 0.5% 95% True False 711,756
40 141.37 135.27 6.10 4.3% 0.77 0.5% 96% True False 626,762
60 141.37 135.22 6.15 4.4% 0.78 0.6% 96% True False 419,320
80 141.37 135.22 6.15 4.4% 0.76 0.5% 96% True False 314,589
100 141.37 133.50 7.87 5.6% 0.73 0.5% 97% True False 251,681
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 0.18
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 144.73
2.618 143.44
1.618 142.65
1.000 142.16
0.618 141.86
HIGH 141.37
0.618 141.07
0.500 140.98
0.382 140.88
LOW 140.58
0.618 140.09
1.000 139.79
1.618 139.30
2.618 138.51
4.250 137.22
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 141.09 141.00
PP 141.03 140.86
S1 140.98 140.72

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

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