Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	143.62	143.93	0.31	0.2%	142.25
High	143.62	143.93	0.31	0.2%	143.93
Low	143.62	143.93	0.31	0.2%	142.15
Close	143.62	143.93	0.31	0.2%	143.93
Range
ATR	0.39	0.38	-0.01	-1.5%	0.00
Volume	411	0	-411	-100.0%	823

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.93	143.93	143.93
R3	143.93	143.93	143.93
R2	143.93	143.93	143.93
R1	143.93	143.93	143.93	143.93
PP	143.93	143.93	143.93	143.93
S1	143.93	143.93	143.93	143.93
S2	143.93	143.93	143.93
S3	143.93	143.93	143.93
S4	143.93	143.93	143.93

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.68	148.08	144.91
R3	146.90	146.30	144.42
R2	145.12	145.12	144.26
R1	144.52	144.52	144.09	144.82
PP	143.34	143.34	143.34	143.49
S1	142.74	142.74	143.77	143.04
S2	141.56	141.56	143.60
S3	139.78	140.96	143.44
S4	138.00	139.18	142.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.93	142.15	1.78	1.2%	0.07	0.0%	100%	True	False	164
10	143.93	141.05	2.88	2.0%	0.17	0.1%	100%	True	False	84

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03

Fibonacci Retracements and Extensions
4.250	143.93
2.618	143.93
1.618	143.93
1.000	143.93
0.618	143.93
HIGH	143.93
0.618	143.93
0.500	143.93
0.382	143.93
LOW	143.93
0.618	143.93
1.000	143.93
1.618	143.93
2.618	143.93
4.250	143.93

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	143.93	143.70
PP	143.93	143.47
S1	143.93	143.24

Download as Excel Spreadsheet

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

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