Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
28-May-2012 29-May-2012 Change Change % Previous Week
Open 142.96 143.10 0.14 0.1% 142.25
High 143.33 143.46 0.13 0.1% 143.40
Low 142.80 142.88 0.08 0.1% 141.87
Close 143.25 143.18 -0.07 0.0% 143.10
Range 0.53 0.58 0.05 9.4% 1.53
ATR 0.69 0.68 -0.01 -1.1% 0.00
Volume 20,240 84,766 64,526 318.8% 60,572
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 144.91 144.63 143.50
R3 144.33 144.05 143.34
R2 143.75 143.75 143.29
R1 143.47 143.47 143.23 143.61
PP 143.17 143.17 143.17 143.25
S1 142.89 142.89 143.13 143.03
S2 142.59 142.59 143.07
S3 142.01 142.31 143.02
S4 141.43 141.73 142.86
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
5 143.46 142.19 1.27 0.9% 0.69 0.5% 78% True False 31,231
10 143.46 141.67 1.79 1.3% 0.66 0.5% 84% True False 18,690
20 143.46 139.40 4.06 2.8% 0.66 0.5% 93% True False 12,015
40 143.46 136.34 7.12 5.0% 0.64 0.4% 96% True False 6,671
60 143.46 133.95 9.51 6.6% 0.57 0.4% 97% True False 4,484
80 143.46 133.95 9.51 6.6% 0.43 0.3% 97% True False 3,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.93
2.618 144.98
1.618 144.40
1.000 144.04
0.618 143.82
HIGH 143.46
0.618 143.24
0.500 143.17
0.382 143.10
LOW 142.88
0.618 142.52
1.000 142.30
1.618 141.94
2.618 141.36
4.250 140.42
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 143.18 143.12
PP 143.17 143.05
S1 143.17 142.99

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

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