Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 140.52 140.34 -0.18 -0.1% 140.39
High 140.61 141.07 0.46 0.3% 140.86
Low 140.04 140.20 0.16 0.1% 139.82
Close 140.30 140.81 0.51 0.4% 140.60
Range 0.57 0.87 0.30 52.6% 1.04
ATR 0.75 0.76 0.01 1.1% 0.00
Volume 862,880 799,945 -62,935 -7.3% 3,530,130
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.30 142.93 141.29
R3 142.43 142.06 141.05
R2 141.56 141.56 140.97
R1 141.19 141.19 140.89 141.38
PP 140.69 140.69 140.69 140.79
S1 140.32 140.32 140.73 140.51
S2 139.82 139.82 140.65
S3 138.95 139.45 140.57
S4 138.08 138.58 140.33
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
5 141.37 140.04 1.33 0.9% 0.72 0.5% 58% False False 763,246
10 141.37 139.79 1.58 1.1% 0.67 0.5% 65% False False 732,143
20 141.37 137.12 4.25 3.0% 0.74 0.5% 87% False False 726,350
40 141.37 135.27 6.10 4.3% 0.77 0.5% 91% False False 686,609
60 141.37 135.22 6.15 4.4% 0.78 0.6% 91% False False 460,814
80 141.37 135.22 6.15 4.4% 0.76 0.5% 91% False False 345,767
100 141.37 133.50 7.87 5.6% 0.75 0.5% 93% False False 276,622
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 0.14
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 144.77
2.618 143.35
1.618 142.48
1.000 141.94
0.618 141.61
HIGH 141.07
0.618 140.74
0.500 140.64
0.382 140.53
LOW 140.20
0.618 139.66
1.000 139.33
1.618 138.79
2.618 137.92
4.250 136.50
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 140.75 140.75
PP 140.69 140.68
S1 140.64 140.62

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

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