Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 143.89 143.90 0.01 0.0% 141.85
High 143.99 144.06 0.07 0.0% 144.13
Low 143.55 143.62 0.07 0.0% 141.14
Close 143.80 143.96 0.16 0.1% 143.73
Range 0.44 0.44 0.00 0.0% 2.99
ATR 1.01 0.96 -0.04 -4.0% 0.00
Volume 214,186 514,349 300,163 140.1% 3,194,932
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.20 145.02 144.20
R3 144.76 144.58 144.08
R2 144.32 144.32 144.04
R1 144.14 144.14 144.00 144.23
PP 143.88 143.88 143.88 143.93
S1 143.70 143.70 143.92 143.79
S2 143.44 143.44 143.88
S3 143.00 143.26 143.84
S4 142.56 142.82 143.72
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 151.97 150.84 145.37
R3 148.98 147.85 144.55
R2 145.99 145.99 144.28
R1 144.86 144.86 144.00 145.43
PP 143.00 143.00 143.00 143.28
S1 141.87 141.87 143.46 142.44
S2 140.01 140.01 143.18
S3 137.02 138.88 142.91
S4 134.03 135.89 142.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.13 141.63 2.50 1.7% 0.77 0.5% 93% False False 554,720
10 144.13 140.78 3.35 2.3% 0.86 0.6% 95% False False 556,921
20 145.17 140.78 4.39 3.0% 1.02 0.7% 72% False False 580,716
40 146.26 140.78 5.48 3.8% 0.92 0.6% 58% False False 588,101
60 146.26 139.72 6.54 4.5% 1.03 0.7% 65% False False 681,994
80 146.26 139.72 6.54 4.5% 0.95 0.7% 65% False False 529,457
100 146.26 137.00 9.26 6.4% 0.88 0.6% 75% False False 423,981
120 146.26 133.95 12.31 8.6% 0.83 0.6% 81% False False 353,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Fibonacci Retracements and Extensions
4.250 145.93
2.618 145.21
1.618 144.77
1.000 144.50
0.618 144.33
HIGH 144.06
0.618 143.89
0.500 143.84
0.382 143.79
LOW 143.62
0.618 143.35
1.000 143.18
1.618 142.91
2.618 142.47
4.250 141.75
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 143.92 143.90
PP 143.88 143.84
S1 143.84 143.78

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

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