Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 145.89 146.31 0.42 0.3% 144.22
High 146.89 146.33 -0.56 -0.4% 146.89
Low 145.84 145.63 -0.21 -0.1% 144.02
Close 146.44 145.78 -0.66 -0.5% 146.44
Range 1.05 0.70 -0.35 -33.3% 2.87
ATR 0.81 0.81 0.00 0.0% 0.00
Volume 1,384,264 754,520 -629,744 -45.5% 4,466,798
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.01 147.60 146.17
R3 147.31 146.90 145.97
R2 146.61 146.61 145.91
R1 146.20 146.20 145.84 146.06
PP 145.91 145.91 145.91 145.84
S1 145.50 145.50 145.72 145.36
S2 145.21 145.21 145.65
S3 144.51 144.80 145.59
S4 143.81 144.10 145.40
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 154.39 153.29 148.02
R3 151.52 150.42 147.23
R2 148.65 148.65 146.97
R1 147.55 147.55 146.70 148.10
PP 145.78 145.78 145.78 146.06
S1 144.68 144.68 146.18 145.23
S2 142.91 142.91 145.91
S3 140.04 141.81 145.65
S4 137.17 138.94 144.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.89 144.02 2.87 2.0% 0.93 0.6% 61% False False 1,044,263
10 146.89 143.03 3.86 2.6% 0.81 0.6% 71% False False 900,498
20 146.89 141.77 5.12 3.5% 0.76 0.5% 78% False False 795,767
40 146.89 137.80 9.09 6.2% 0.74 0.5% 88% False False 758,278
60 146.89 135.27 11.62 8.0% 0.77 0.5% 90% False False 749,851
80 146.89 135.22 11.67 8.0% 0.77 0.5% 90% False False 583,701
100 146.89 135.22 11.67 8.0% 0.76 0.5% 90% False False 467,170
120 146.89 134.50 12.39 8.5% 0.74 0.5% 91% False False 389,316
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
4.250 149.31
2.618 148.16
1.618 147.46
1.000 147.03
0.618 146.76
HIGH 146.33
0.618 146.06
0.500 145.98
0.382 145.90
LOW 145.63
0.618 145.20
1.000 144.93
1.618 144.50
2.618 143.80
4.250 142.66
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 145.98 145.93
PP 145.91 145.88
S1 145.85 145.83

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

View Archives - Comment on this page... - Back to Index of Symbols