Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 143.04 143.39 0.35 0.2% 142.32
High 143.69 143.53 -0.16 -0.1% 143.09
Low 142.95 142.89 -0.06 0.0% 141.77
Close 143.54 143.42 -0.12 -0.1% 142.90
Range 0.74 0.64 -0.10 -13.5% 1.32
ATR 0.73 0.73 -0.01 -0.8% 0.00
Volume 655,570 877,720 222,150 33.9% 3,092,103
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 145.20 144.95 143.77
R3 144.56 144.31 143.60
R2 143.92 143.92 143.54
R1 143.67 143.67 143.48 143.80
PP 143.28 143.28 143.28 143.34
S1 143.03 143.03 143.36 143.16
S2 142.64 142.64 143.30
S3 142.00 142.39 143.24
S4 141.36 141.75 143.07
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
5 143.69 142.26 1.43 1.0% 0.67 0.5% 81% False False 738,875
10 143.69 140.71 2.98 2.1% 0.71 0.5% 91% False False 655,171
20 143.69 139.82 3.87 2.7% 0.70 0.5% 93% False False 690,869
40 143.69 135.27 8.42 5.9% 0.77 0.5% 97% False False 712,582
60 143.69 135.27 8.42 5.9% 0.75 0.5% 97% False False 589,459
80 143.69 135.22 8.47 5.9% 0.77 0.5% 97% False False 442,791
100 143.69 135.22 8.47 5.9% 0.73 0.5% 97% False False 354,278
120 143.69 133.03 10.66 7.4% 0.70 0.5% 97% False False 295,243
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 146.25
2.618 145.21
1.618 144.57
1.000 144.17
0.618 143.93
HIGH 143.53
0.618 143.29
0.500 143.21
0.382 143.13
LOW 142.89
0.618 142.49
1.000 142.25
1.618 141.85
2.618 141.21
4.250 140.17
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 143.35 143.31
PP 143.28 143.20
S1 143.21 143.09

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

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