Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 142.49 142.64 0.15 0.1% 140.70
High 143.03 143.00 -0.03 0.0% 142.13
Low 142.41 142.26 -0.15 -0.1% 140.59
Close 142.65 142.69 0.04 0.0% 142.08
Range 0.62 0.74 0.12 19.4% 1.54
ATR 0.74 0.74 0.00 0.0% 0.00
Volume 718,150 824,677 106,527 14.8% 2,450,245
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 144.87 144.52 143.10
R3 144.13 143.78 142.89
R2 143.39 143.39 142.83
R1 143.04 143.04 142.76 143.22
PP 142.65 142.65 142.65 142.74
S1 142.30 142.30 142.62 142.48
S2 141.91 141.91 142.55
S3 141.17 141.56 142.49
S4 140.43 140.82 142.28
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
5 143.03 141.47 1.56 1.1% 0.68 0.5% 78% False False 603,597
10 143.03 140.20 2.83 2.0% 0.73 0.5% 88% False False 641,439
20 143.03 139.49 3.54 2.5% 0.68 0.5% 90% False False 684,052
40 143.03 135.27 7.76 5.4% 0.79 0.6% 96% False False 720,218
60 143.03 135.27 7.76 5.4% 0.76 0.5% 96% False False 554,015
80 143.03 135.22 7.81 5.5% 0.77 0.5% 96% False False 415,910
100 143.03 135.09 7.94 5.6% 0.74 0.5% 96% False False 332,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146.15
2.618 144.94
1.618 144.20
1.000 143.74
0.618 143.46
HIGH 143.00
0.618 142.72
0.500 142.63
0.382 142.54
LOW 142.26
0.618 141.80
1.000 141.52
1.618 141.06
2.618 140.32
4.250 139.12
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 142.67 142.62
PP 142.65 142.55
S1 142.63 142.48

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

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