Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 143.39 143.45 0.06 0.0% 142.32
High 143.53 143.69 0.16 0.1% 143.09
Low 142.89 142.83 -0.06 0.0% 141.77
Close 143.42 143.37 -0.05 0.0% 142.90
Range 0.64 0.86 0.22 34.4% 1.32
ATR 0.73 0.73 0.01 1.3% 0.00
Volume 877,720 1,027,896 150,176 17.1% 3,092,103
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 145.88 145.48 143.84
R3 145.02 144.62 143.61
R2 144.16 144.16 143.53
R1 143.76 143.76 143.45 143.53
PP 143.30 143.30 143.30 143.18
S1 142.90 142.90 143.29 142.67
S2 142.44 142.44 143.21
S3 141.58 142.04 143.13
S4 140.72 141.18 142.90
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% 0.72 0.5% 78% True False 800,824
10 143.69 141.26 2.43 1.7% 0.68 0.5% 87% True False 684,822
20 143.69 139.82 3.87 2.7% 0.71 0.5% 92% True False 708,636
40 143.69 135.27 8.42 5.9% 0.76 0.5% 96% True False 715,308
60 143.69 135.27 8.42 5.9% 0.75 0.5% 96% True False 606,567
80 143.69 135.22 8.47 5.9% 0.77 0.5% 96% True False 455,617
100 143.69 135.22 8.47 5.9% 0.74 0.5% 96% True False 364,553
120 143.69 133.03 10.66 7.4% 0.71 0.5% 97% True False 303,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 147.35
2.618 145.94
1.618 145.08
1.000 144.55
0.618 144.22
HIGH 143.69
0.618 143.36
0.500 143.26
0.382 143.16
LOW 142.83
0.618 142.30
1.000 141.97
1.618 141.44
2.618 140.58
4.250 139.18
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 143.33 143.33
PP 143.30 143.30
S1 143.26 143.26

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

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