Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 142.25 142.15 -0.10 -0.1% 141.75
High 142.49 142.32 -0.17 -0.1% 142.86
Low 141.99 141.87 -0.12 -0.1% 141.66
Close 142.39 141.91 -0.48 -0.3% 142.46
Range 0.50 0.45 -0.05 -10.0% 1.20
ATR 0.67 0.66 -0.01 -1.6% 0.00
Volume 4,176 5,245 1,069 25.6% 35,361
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 143.38 143.10 142.16
R3 142.93 142.65 142.03
R2 142.48 142.48 141.99
R1 142.20 142.20 141.95 142.12
PP 142.03 142.03 142.03 141.99
S1 141.75 141.75 141.87 141.67
S2 141.58 141.58 141.83
S3 141.13 141.30 141.79
S4 140.68 140.85 141.66
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 145.93 145.39 143.12
R3 144.73 144.19 142.79
R2 143.53 143.53 142.68
R1 142.99 142.99 142.57 143.26
PP 142.33 142.33 142.33 142.46
S1 141.79 141.79 142.35 142.06
S2 141.13 141.13 142.24
S3 139.93 140.59 142.13
S4 138.73 139.39 141.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.86 141.67 1.19 0.8% 0.63 0.4% 20% False False 6,149
10 142.86 140.98 1.88 1.3% 0.64 0.4% 49% False False 6,404
20 142.86 138.84 4.02 2.8% 0.63 0.4% 76% False False 5,094
40 142.86 135.28 7.58 5.3% 0.62 0.4% 87% False False 2,777
60 142.86 133.95 8.91 6.3% 0.51 0.4% 89% False False 1,888
80 142.86 133.95 8.91 6.3% 0.38 0.3% 89% False False 1,433
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 144.23
2.618 143.50
1.618 143.05
1.000 142.77
0.618 142.60
HIGH 142.32
0.618 142.15
0.500 142.10
0.382 142.04
LOW 141.87
0.618 141.59
1.000 141.42
1.618 141.14
2.618 140.69
4.250 139.96
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 142.10 142.37
PP 142.03 142.21
S1 141.97 142.06

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

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