Euro Bund Future December 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 142.13 142.19 0.06 0.0% 140.14
High 142.24 142.30 0.06 0.0% 142.38
Low 141.84 141.90 0.06 0.0% 139.47
Close 142.07 142.24 0.17 0.1% 142.28
Range 0.40 0.40 0.00 0.0% 2.91
ATR 0.87 0.84 -0.03 -3.9% 0.00
Volume 5,338 9,902 4,564 85.5% 74,600
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.35 143.19 142.46
R3 142.95 142.79 142.35
R2 142.55 142.55 142.31
R1 142.39 142.39 142.28 142.47
PP 142.15 142.15 142.15 142.19
S1 141.99 141.99 142.20 142.07
S2 141.75 141.75 142.17
S3 141.35 141.59 142.13
S4 140.95 141.19 142.02
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.11 149.10 143.88
R3 147.20 146.19 143.08
R2 144.29 144.29 142.81
R1 143.28 143.28 142.55 143.79
PP 141.38 141.38 141.38 141.63
S1 140.37 140.37 142.01 140.88
S2 138.47 138.47 141.75
S3 135.56 137.46 141.48
S4 132.65 134.55 140.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.38 139.96 2.42 1.7% 0.72 0.5% 94% False False 6,336
10 142.38 139.30 3.08 2.2% 0.76 0.5% 95% False False 10,355
20 143.35 139.30 4.05 2.8% 0.84 0.6% 73% False False 5,733
40 144.49 139.30 5.19 3.6% 0.71 0.5% 57% False False 3,148
60 144.49 138.26 6.23 4.4% 0.67 0.5% 64% False False 2,123
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 0.11
Fibonacci Retracements and Extensions
4.250 144.00
2.618 143.35
1.618 142.95
1.000 142.70
0.618 142.55
HIGH 142.30
0.618 142.15
0.500 142.10
0.382 142.05
LOW 141.90
0.618 141.65
1.000 141.50
1.618 141.25
2.618 140.85
4.250 140.20
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 142.19 142.18
PP 142.15 142.12
S1 142.10 142.06

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

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