Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 143.18 144.34 1.16 0.8% 142.25
High 144.50 145.12 0.62 0.4% 143.40
Low 143.16 144.00 0.84 0.6% 141.87
Close 144.31 145.07 0.76 0.5% 143.10
Range 1.34 1.12 -0.22 -16.4% 1.53
ATR 0.73 0.76 0.03 3.8% 0.00
Volume 179,092 241,068 61,976 34.6% 60,572
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 148.09 147.70 145.69
R3 146.97 146.58 145.38
R2 145.85 145.85 145.28
R1 145.46 145.46 145.17 145.66
PP 144.73 144.73 144.73 144.83
S1 144.34 144.34 144.97 144.54
S2 143.61 143.61 144.86
S3 142.49 143.22 144.76
S4 141.37 142.10 144.45
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
5 145.12 142.52 2.60 1.8% 0.86 0.6% 98% True False 108,465
10 145.12 141.87 3.25 2.2% 0.74 0.5% 98% True False 58,976
20 145.12 140.16 4.96 3.4% 0.70 0.5% 99% True False 32,351
40 145.12 136.34 8.78 6.1% 0.66 0.5% 99% True False 17,158
60 145.12 133.95 11.17 7.7% 0.61 0.4% 100% True False 11,487
80 145.12 133.95 11.17 7.7% 0.46 0.3% 100% True False 8,631
Crabel Price Patterns
NR True
NR4 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.88
2.618 148.05
1.618 146.93
1.000 146.24
0.618 145.81
HIGH 145.12
0.618 144.69
0.500 144.56
0.382 144.43
LOW 144.00
0.618 143.31
1.000 142.88
1.618 142.19
2.618 141.07
4.250 139.24
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 144.90 144.71
PP 144.73 144.36
S1 144.56 144.00

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

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