Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 143.45 143.18 -0.27 -0.2% 142.32
High 143.69 144.03 0.34 0.2% 143.09
Low 142.83 143.10 0.27 0.2% 141.77
Close 143.37 143.67 0.30 0.2% 142.90
Range 0.86 0.93 0.07 8.1% 1.32
ATR 0.73 0.75 0.01 1.9% 0.00
Volume 1,027,896 680,763 -347,133 -33.8% 3,092,103
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 146.39 145.96 144.18
R3 145.46 145.03 143.93
R2 144.53 144.53 143.84
R1 144.10 144.10 143.76 144.32
PP 143.60 143.60 143.60 143.71
S1 143.17 143.17 143.58 143.39
S2 142.67 142.67 143.50
S3 141.74 142.24 143.41
S4 140.81 141.31 143.16
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
5 144.03 142.49 1.54 1.1% 0.75 0.5% 77% True False 772,042
10 144.03 141.47 2.56 1.8% 0.72 0.5% 86% True False 687,819
20 144.03 140.04 3.99 2.8% 0.73 0.5% 91% True False 705,398
40 144.03 135.30 8.73 6.1% 0.76 0.5% 96% True False 716,047
60 144.03 135.27 8.76 6.1% 0.76 0.5% 96% True False 617,906
80 144.03 135.22 8.81 6.1% 0.77 0.5% 96% True False 464,112
100 144.03 135.22 8.81 6.1% 0.74 0.5% 96% True False 371,361
120 144.03 133.03 11.00 7.7% 0.71 0.5% 97% True False 309,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 147.98
2.618 146.46
1.618 145.53
1.000 144.96
0.618 144.60
HIGH 144.03
0.618 143.67
0.500 143.57
0.382 143.46
LOW 143.10
0.618 142.53
1.000 142.17
1.618 141.60
2.618 140.67
4.250 139.15
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 143.64 143.59
PP 143.60 143.51
S1 143.57 143.43

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

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