Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 142.15 142.55 0.40 0.3% 141.35
High 142.15 142.88 0.73 0.5% 142.13
Low 142.15 142.54 0.39 0.3% 141.05
Close 142.24 142.88 0.64 0.4% 142.13
Range 0.00 0.34 0.34 1.08
ATR 0.34 0.36 0.02 6.3% 0.00
Volume 1 411 410 41,000.0% 19
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 143.79 143.67 143.07
R3 143.45 143.33 142.97
R2 143.11 143.11 142.94
R1 142.99 142.99 142.91 143.05
PP 142.77 142.77 142.77 142.80
S1 142.65 142.65 142.85 142.71
S2 142.43 142.43 142.82
S3 142.09 142.31 142.79
S4 141.75 141.97 142.69
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 145.01 144.65 142.72
R3 143.93 143.57 142.43
R2 142.85 142.85 142.33
R1 142.49 142.49 142.23 142.67
PP 141.77 141.77 141.77 141.86
S1 141.41 141.41 142.03 141.59
S2 140.69 140.69 141.93
S3 139.61 140.33 141.83
S4 138.53 139.25 141.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.88 141.97 0.91 0.6% 0.07 0.0% 100% True False 82
10 142.88 141.05 1.83 1.3% 0.20 0.1% 100% True False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 144.33
2.618 143.77
1.618 143.43
1.000 143.22
0.618 143.09
HIGH 142.88
0.618 142.75
0.500 142.71
0.382 142.67
LOW 142.54
0.618 142.33
1.000 142.20
1.618 141.99
2.618 141.65
4.250 141.10
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 142.82 142.76
PP 142.77 142.64
S1 142.71 142.52

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

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