Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 142.64 142.87 0.23 0.2% 142.32
High 143.00 143.09 0.09 0.1% 143.09
Low 142.26 142.49 0.23 0.2% 141.77
Close 142.69 142.90 0.21 0.1% 142.90
Range 0.74 0.60 -0.14 -18.9% 1.32
ATR 0.74 0.73 -0.01 -1.3% 0.00
Volume 824,677 618,261 -206,416 -25.0% 3,092,103
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 144.63 144.36 143.23
R3 144.03 143.76 143.07
R2 143.43 143.43 143.01
R1 143.16 143.16 142.96 143.30
PP 142.83 142.83 142.83 142.89
S1 142.56 142.56 142.85 142.70
S2 142.23 142.23 142.79
S3 141.63 141.96 142.74
S4 141.03 141.36 142.57
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 146.55 146.04 143.63
R3 145.23 144.72 143.26
R2 143.91 143.91 143.14
R1 143.40 143.40 143.02 143.66
PP 142.59 142.59 142.59 142.71
S1 142.08 142.08 142.78 142.34
S2 141.27 141.27 142.66
S3 139.95 140.76 142.54
S4 138.63 139.44 142.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.09 141.77 1.32 0.9% 0.67 0.5% 86% True False 618,420
10 143.09 140.59 2.50 1.7% 0.71 0.5% 92% True False 623,271
20 143.09 139.79 3.30 2.3% 0.69 0.5% 94% True False 677,707
40 143.09 135.27 7.82 5.5% 0.78 0.5% 98% True False 719,292
60 143.09 135.27 7.82 5.5% 0.76 0.5% 98% True False 564,272
80 143.09 135.22 7.87 5.5% 0.77 0.5% 98% True False 423,630
100 143.09 135.09 8.00 5.6% 0.74 0.5% 98% True False 338,946
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 145.64
2.618 144.66
1.618 144.06
1.000 143.69
0.618 143.46
HIGH 143.09
0.618 142.86
0.500 142.79
0.382 142.72
LOW 142.49
0.618 142.12
1.000 141.89
1.618 141.52
2.618 140.92
4.250 139.94
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 142.86 142.83
PP 142.83 142.75
S1 142.79 142.68

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

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