Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
30-Apr-2012 02-May-2012 Change Change % Previous Week
Open 140.70 140.87 0.17 0.1% 140.61
High 141.21 141.83 0.62 0.4% 141.38
Low 140.59 140.71 0.12 0.1% 140.04
Close 141.08 141.64 0.56 0.4% 140.82
Range 0.62 1.12 0.50 80.6% 1.34
ATR 0.75 0.78 0.03 3.5% 0.00
Volume 523,928 731,384 207,456 39.6% 3,831,723
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 144.75 144.32 142.26
R3 143.63 143.20 141.95
R2 142.51 142.51 141.85
R1 142.08 142.08 141.74 142.30
PP 141.39 141.39 141.39 141.50
S1 140.96 140.96 141.54 141.18
S2 140.27 140.27 141.43
S3 139.15 139.84 141.33
S4 138.03 138.72 141.02
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 144.77 144.13 141.56
R3 143.43 142.79 141.19
R2 142.09 142.09 141.07
R1 141.45 141.45 140.94 141.77
PP 140.75 140.75 140.75 140.91
S1 140.11 140.11 140.70 140.43
S2 139.41 139.41 140.57
S3 138.07 138.77 140.45
S4 136.73 137.43 140.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.83 140.04 1.79 1.3% 0.79 0.6% 89% True False 721,700
10 141.83 139.82 2.01 1.4% 0.75 0.5% 91% True False 732,450
20 141.83 137.60 4.23 3.0% 0.76 0.5% 96% True False 724,499
40 141.83 135.27 6.56 4.6% 0.77 0.5% 97% True False 727,491
60 141.83 135.22 6.61 4.7% 0.78 0.6% 97% True False 493,148
80 141.83 135.22 6.61 4.7% 0.76 0.5% 97% True False 370,085
100 141.83 133.50 8.33 5.9% 0.75 0.5% 98% True False 296,078
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 27 trading days
Fibonacci Retracements and Extensions
4.250 146.59
2.618 144.76
1.618 143.64
1.000 142.95
0.618 142.52
HIGH 141.83
0.618 141.40
0.500 141.27
0.382 141.14
LOW 140.71
0.618 140.02
1.000 139.59
1.618 138.90
2.618 137.78
4.250 135.95
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 141.52 141.50
PP 141.39 141.35
S1 141.27 141.21

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

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