Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 143.18 144.01 0.83 0.6% 143.04
High 144.03 144.06 0.03 0.0% 144.06
Low 143.10 143.54 0.44 0.3% 142.83
Close 143.67 143.70 0.03 0.0% 143.70
Range 0.93 0.52 -0.41 -44.1% 1.23
ATR 0.75 0.73 -0.02 -2.2% 0.00
Volume 680,763 576,322 -104,441 -15.3% 3,818,271
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 145.33 145.03 143.99
R3 144.81 144.51 143.84
R2 144.29 144.29 143.80
R1 143.99 143.99 143.75 143.88
PP 143.77 143.77 143.77 143.71
S1 143.47 143.47 143.65 143.36
S2 143.25 143.25 143.60
S3 142.73 142.95 143.56
S4 142.21 142.43 143.41
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 147.22 146.69 144.38
R3 145.99 145.46 144.04
R2 144.76 144.76 143.93
R1 144.23 144.23 143.81 144.50
PP 143.53 143.53 143.53 143.66
S1 143.00 143.00 143.59 143.27
S2 142.30 142.30 143.47
S3 141.07 141.77 143.36
S4 139.84 140.54 143.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.06 142.83 1.23 0.9% 0.74 0.5% 71% True False 763,654
10 144.06 141.77 2.29 1.6% 0.70 0.5% 84% True False 691,037
20 144.06 140.04 4.02 2.8% 0.72 0.5% 91% True False 693,360
40 144.06 135.30 8.76 6.1% 0.76 0.5% 96% True False 713,893
60 144.06 135.27 8.79 6.1% 0.76 0.5% 96% True False 627,423
80 144.06 135.22 8.84 6.2% 0.77 0.5% 96% True False 471,311
100 144.06 135.22 8.84 6.2% 0.74 0.5% 96% True False 377,124
120 144.06 133.03 11.03 7.7% 0.72 0.5% 97% True False 314,278
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 146.27
2.618 145.42
1.618 144.90
1.000 144.58
0.618 144.38
HIGH 144.06
0.618 143.86
0.500 143.80
0.382 143.74
LOW 143.54
0.618 143.22
1.000 143.02
1.618 142.70
2.618 142.18
4.250 141.33
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 143.80 143.62
PP 143.77 143.53
S1 143.73 143.45

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

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