Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 140.87 141.70 0.83 0.6% 140.61
High 141.83 141.82 -0.01 0.0% 141.38
Low 140.71 141.26 0.55 0.4% 140.04
Close 141.64 141.74 0.10 0.1% 140.82
Range 1.12 0.56 -0.56 -50.0% 1.34
ATR 0.78 0.76 -0.02 -2.0% 0.00
Volume 731,384 650,790 -80,594 -11.0% 3,831,723
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 143.29 143.07 142.05
R3 142.73 142.51 141.89
R2 142.17 142.17 141.84
R1 141.95 141.95 141.79 142.06
PP 141.61 141.61 141.61 141.66
S1 141.39 141.39 141.69 141.50
S2 141.05 141.05 141.64
S3 140.49 140.83 141.59
S4 139.93 140.27 141.43
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
5 141.83 140.20 1.63 1.1% 0.78 0.6% 94% False False 679,282
10 141.83 140.04 1.79 1.3% 0.74 0.5% 95% False False 722,977
20 141.83 137.60 4.23 3.0% 0.74 0.5% 98% False False 722,827
40 141.83 135.27 6.56 4.6% 0.77 0.5% 99% False False 732,450
60 141.83 135.22 6.61 4.7% 0.78 0.5% 99% False False 503,955
80 141.83 135.22 6.61 4.7% 0.76 0.5% 99% False False 378,219
100 141.83 134.18 7.65 5.4% 0.74 0.5% 99% False False 302,585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 144.20
2.618 143.29
1.618 142.73
1.000 142.38
0.618 142.17
HIGH 141.82
0.618 141.61
0.500 141.54
0.382 141.47
LOW 141.26
0.618 140.91
1.000 140.70
1.618 140.35
2.618 139.79
4.250 138.88
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 141.67 141.56
PP 141.61 141.39
S1 141.54 141.21

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

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