Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 139.54 140.37 0.83 0.6% 139.31
High 140.50 140.47 -0.03 0.0% 140.02
Low 139.40 140.00 0.60 0.4% 138.84
Close 140.42 140.39 -0.03 0.0% 139.35
Range 1.10 0.47 -0.63 -57.3% 1.18
ATR 0.68 0.67 -0.02 -2.2% 0.00
Volume 5,891 7,556 1,665 28.3% 12,892
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 141.70 141.51 140.65
R3 141.23 141.04 140.52
R2 140.76 140.76 140.48
R1 140.57 140.57 140.43 140.67
PP 140.29 140.29 140.29 140.33
S1 140.10 140.10 140.35 140.20
S2 139.82 139.82 140.30
S3 139.35 139.63 140.26
S4 138.88 139.16 140.13
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.94 142.33 140.00
R3 141.76 141.15 139.67
R2 140.58 140.58 139.57
R1 139.97 139.97 139.46 140.28
PP 139.40 139.40 139.40 139.56
S1 138.79 138.79 139.24 139.10
S2 138.22 138.22 139.13
S3 137.04 137.61 139.03
S4 135.86 136.43 138.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.50 139.01 1.49 1.1% 0.68 0.5% 93% False False 5,681
10 140.50 138.79 1.71 1.2% 0.64 0.5% 94% False False 3,334
20 140.50 136.34 4.16 3.0% 0.62 0.4% 97% False False 1,965
40 140.50 133.95 6.55 4.7% 0.56 0.4% 98% False False 1,055
60 140.50 133.95 6.55 4.7% 0.38 0.3% 98% False False 724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.47
2.618 141.70
1.618 141.23
1.000 140.94
0.618 140.76
HIGH 140.47
0.618 140.29
0.500 140.24
0.382 140.18
LOW 140.00
0.618 139.71
1.000 139.53
1.618 139.24
2.618 138.77
4.250 138.00
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 140.34 140.23
PP 140.29 140.06
S1 140.24 139.90

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

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