Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 143.83 144.02 0.19 0.1% 143.41
High 144.55 144.39 -0.16 -0.1% 144.55
Low 143.83 143.63 -0.20 -0.1% 143.03
Close 143.97 144.23 0.26 0.2% 144.23
Range 0.72 0.76 0.04 5.6% 1.52
ATR 0.72 0.72 0.00 0.4% 0.00
Volume 931,644 682,285 -249,359 -26.8% 3,783,667
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 146.36 146.06 144.65
R3 145.60 145.30 144.44
R2 144.84 144.84 144.37
R1 144.54 144.54 144.30 144.69
PP 144.08 144.08 144.08 144.16
S1 143.78 143.78 144.16 143.93
S2 143.32 143.32 144.09
S3 142.56 143.02 144.02
S4 141.80 142.26 143.81
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 148.50 147.88 145.07
R3 146.98 146.36 144.65
R2 145.46 145.46 144.51
R1 144.84 144.84 144.37 145.15
PP 143.94 143.94 143.94 144.09
S1 143.32 143.32 144.09 143.63
S2 142.42 142.42 143.95
S3 140.90 141.80 143.81
S4 139.38 140.28 143.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.55 143.03 1.52 1.1% 0.69 0.5% 79% False False 756,733
10 144.55 142.83 1.72 1.2% 0.71 0.5% 81% False False 760,193
20 144.55 140.59 3.96 2.7% 0.71 0.5% 92% False False 691,732
40 144.55 137.12 7.43 5.2% 0.73 0.5% 96% False False 709,041
60 144.55 135.27 9.28 6.4% 0.75 0.5% 97% False False 688,317
80 144.55 135.22 9.33 6.5% 0.77 0.5% 97% False False 518,544
100 144.55 135.22 9.33 6.5% 0.75 0.5% 97% False False 414,960
120 144.55 133.50 11.05 7.7% 0.74 0.5% 97% False False 345,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.62
2.618 146.38
1.618 145.62
1.000 145.15
0.618 144.86
HIGH 144.39
0.618 144.10
0.500 144.01
0.382 143.92
LOW 143.63
0.618 143.16
1.000 142.87
1.618 142.40
2.618 141.64
4.250 140.40
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 144.16 144.14
PP 144.08 144.04
S1 144.01 143.95

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

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