Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 142.32 141.95 -0.37 -0.3% 140.70
High 142.44 142.64 0.20 0.1% 142.13
Low 141.77 141.92 0.15 0.1% 140.59
Close 141.92 142.55 0.63 0.4% 142.08
Range 0.67 0.72 0.05 7.5% 1.54
ATR 0.75 0.74 0.00 -0.3% 0.00
Volume 293,326 637,689 344,363 117.4% 2,450,245
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 144.53 144.26 142.95
R3 143.81 143.54 142.75
R2 143.09 143.09 142.68
R1 142.82 142.82 142.62 142.96
PP 142.37 142.37 142.37 142.44
S1 142.10 142.10 142.48 142.24
S2 141.65 141.65 142.42
S3 140.93 141.38 142.35
S4 140.21 140.66 142.15
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 146.22 145.69 142.93
R3 144.68 144.15 142.50
R2 143.14 143.14 142.36
R1 142.61 142.61 142.22 142.88
PP 141.60 141.60 141.60 141.73
S1 141.07 141.07 141.94 141.34
S2 140.06 140.06 141.80
S3 138.52 139.53 141.66
S4 136.98 137.99 141.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.64 140.71 1.93 1.4% 0.75 0.5% 95% True False 571,466
10 142.64 140.04 2.60 1.8% 0.72 0.5% 97% True False 656,591
20 142.64 139.45 3.19 2.2% 0.70 0.5% 97% True False 688,888
40 142.64 135.27 7.37 5.2% 0.78 0.5% 99% True False 704,697
60 142.64 135.27 7.37 5.2% 0.77 0.5% 99% True False 528,440
80 142.64 135.22 7.42 5.2% 0.77 0.5% 99% True False 396,629
100 142.64 135.09 7.55 5.3% 0.73 0.5% 99% True False 317,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.70
2.618 144.52
1.618 143.80
1.000 143.36
0.618 143.08
HIGH 142.64
0.618 142.36
0.500 142.28
0.382 142.20
LOW 141.92
0.618 141.48
1.000 141.20
1.618 140.76
2.618 140.04
4.250 138.86
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 142.46 142.39
PP 142.37 142.22
S1 142.28 142.06

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

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