Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 141.57 142.40 0.83 0.6% 140.99
High 141.73 143.29 1.56 1.1% 142.26
Low 141.25 142.14 0.89 0.6% 139.72
Close 141.46 143.12 1.66 1.2% 140.90
Range 0.48 1.15 0.67 139.6% 2.54
ATR 1.11 1.16 0.05 4.6% 0.00
Volume 526,839 733,166 206,327 39.2% 3,572,871
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.30 145.86 143.75
R3 145.15 144.71 143.44
R2 144.00 144.00 143.33
R1 143.56 143.56 143.23 143.78
PP 142.85 142.85 142.85 142.96
S1 142.41 142.41 143.01 142.63
S2 141.70 141.70 142.91
S3 140.55 141.26 142.80
S4 139.40 140.11 142.49
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.58 147.28 142.30
R3 146.04 144.74 141.60
R2 143.50 143.50 141.37
R1 142.20 142.20 141.13 141.58
PP 140.96 140.96 140.96 140.65
S1 139.66 139.66 140.67 139.04
S2 138.42 138.42 140.43
S3 135.88 137.12 140.20
S4 133.34 134.58 139.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.29 139.72 3.57 2.5% 0.99 0.7% 95% True False 693,676
10 143.29 139.72 3.57 2.5% 1.03 0.7% 95% True False 712,723
20 144.18 139.72 4.46 3.1% 1.20 0.8% 76% False False 833,238
40 145.97 139.72 6.25 4.4% 0.99 0.7% 54% False False 502,158
60 145.97 138.28 7.69 5.4% 0.85 0.6% 63% False False 335,557
80 145.97 133.95 12.02 8.4% 0.80 0.6% 76% False False 251,740
100 145.97 133.95 12.02 8.4% 0.65 0.5% 76% False False 201,403
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 148.18
2.618 146.30
1.618 145.15
1.000 144.44
0.618 144.00
HIGH 143.29
0.618 142.85
0.500 142.72
0.382 142.58
LOW 142.14
0.618 141.43
1.000 140.99
1.618 140.28
2.618 139.13
4.250 137.25
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 142.99 142.74
PP 142.85 142.36
S1 142.72 141.99

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

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