Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 144.02 144.22 0.20 0.1% 143.41
High 144.39 144.58 0.19 0.1% 144.55
Low 143.63 144.02 0.39 0.3% 143.03
Close 144.23 144.03 -0.20 -0.1% 144.23
Range 0.76 0.56 -0.20 -26.3% 1.52
ATR 0.72 0.71 -0.01 -1.6% 0.00
Volume 682,285 734,689 52,404 7.7% 3,783,667
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 145.89 145.52 144.34
R3 145.33 144.96 144.18
R2 144.77 144.77 144.13
R1 144.40 144.40 144.08 144.31
PP 144.21 144.21 144.21 144.16
S1 143.84 143.84 143.98 143.75
S2 143.65 143.65 143.93
S3 143.09 143.28 143.88
S4 142.53 142.72 143.72
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
5 144.58 143.03 1.55 1.1% 0.70 0.5% 65% True False 780,918
10 144.58 142.83 1.75 1.2% 0.70 0.5% 69% True False 768,105
20 144.58 140.59 3.99 2.8% 0.70 0.5% 86% True False 693,948
40 144.58 137.60 6.98 4.8% 0.72 0.5% 92% True False 710,087
60 144.58 135.27 9.31 6.5% 0.75 0.5% 94% True False 699,924
80 144.58 135.22 9.36 6.5% 0.77 0.5% 94% True False 527,697
100 144.58 135.22 9.36 6.5% 0.75 0.5% 94% True False 422,306
120 144.58 133.50 11.08 7.7% 0.74 0.5% 95% True False 351,930
Crabel Price Patterns
NR True
NR4 True
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.96
2.618 146.05
1.618 145.49
1.000 145.14
0.618 144.93
HIGH 144.58
0.618 144.37
0.500 144.30
0.382 144.23
LOW 144.02
0.618 143.67
1.000 143.46
1.618 143.11
2.618 142.55
4.250 141.64
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 144.30 144.11
PP 144.21 144.08
S1 144.12 144.06

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

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