Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 28-May-2012
Day Change Summary
Previous Current
25-May-2012 28-May-2012 Change Change % Previous Week
Open 142.88 142.96 0.08 0.1% 142.25
High 143.25 143.33 0.08 0.1% 143.40
Low 142.52 142.80 0.28 0.2% 141.87
Close 143.10 143.25 0.15 0.1% 143.10
Range 0.73 0.53 -0.20 -27.4% 1.53
ATR 0.70 0.69 -0.01 -1.7% 0.00
Volume 17,159 20,240 3,081 18.0% 60,572
Daily Pivots for day following 28-May-2012
Classic Woodie Camarilla DeMark
R4 144.72 144.51 143.54
R3 144.19 143.98 143.40
R2 143.66 143.66 143.35
R1 143.45 143.45 143.30 143.56
PP 143.13 143.13 143.13 143.18
S1 142.92 142.92 143.20 143.03
S2 142.60 142.60 143.15
S3 142.07 142.39 143.10
S4 141.54 141.86 142.96
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 147.38 146.77 143.94
R3 145.85 145.24 143.52
R2 144.32 144.32 143.38
R1 143.71 143.71 143.24 144.02
PP 142.79 142.79 142.79 142.94
S1 142.18 142.18 142.96 142.49
S2 141.26 141.26 142.82
S3 139.73 140.65 142.68
S4 138.20 139.12 142.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.40 141.87 1.53 1.1% 0.66 0.5% 90% False False 15,327
10 143.40 141.66 1.74 1.2% 0.66 0.5% 91% False False 11,258
20 143.40 139.30 4.10 2.9% 0.66 0.5% 96% False False 8,029
40 143.40 136.34 7.06 4.9% 0.64 0.4% 98% False False 4,552
60 143.40 133.95 9.45 6.6% 0.56 0.4% 98% False False 3,073
80 143.40 133.95 9.45 6.6% 0.42 0.3% 98% False False 2,323
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.58
2.618 144.72
1.618 144.19
1.000 143.86
0.618 143.66
HIGH 143.33
0.618 143.13
0.500 143.07
0.382 143.00
LOW 142.80
0.618 142.47
1.000 142.27
1.618 141.94
2.618 141.41
4.250 140.55
Fisher Pivots for day following 28-May-2012
Pivot 1 day 3 day
R1 143.19 143.15
PP 143.13 143.06
S1 143.07 142.96

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

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