Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 142.47 141.83 -0.64 -0.4% 142.13
High 142.58 141.95 -0.63 -0.4% 142.62
Low 141.45 141.28 -0.17 -0.1% 141.45
Close 142.30 141.76 -0.54 -0.4% 142.30
Range 1.13 0.67 -0.46 -40.7% 1.17
ATR 0.85 0.87 0.01 1.4% 0.00
Volume 120,348 1,171,915 1,051,567 873.8% 194,169
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 143.67 143.39 142.13
R3 143.00 142.72 141.94
R2 142.33 142.33 141.88
R1 142.05 142.05 141.82 141.86
PP 141.66 141.66 141.66 141.57
S1 141.38 141.38 141.70 141.19
S2 140.99 140.99 141.64
S3 140.32 140.71 141.58
S4 139.65 140.04 141.39
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.63 145.14 142.94
R3 144.46 143.97 142.62
R2 143.29 143.29 142.51
R1 142.80 142.80 142.41 143.05
PP 142.12 142.12 142.12 142.25
S1 141.63 141.63 142.19 141.88
S2 140.95 140.95 142.09
S3 139.78 140.46 141.98
S4 138.61 139.29 141.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.62 141.28 1.34 0.9% 0.75 0.5% 36% False True 272,149
10 142.62 139.60 3.02 2.1% 0.76 0.5% 72% False False 142,711
20 142.62 139.30 3.32 2.3% 0.74 0.5% 74% False False 73,230
40 144.49 139.30 5.19 3.7% 0.75 0.5% 47% False False 36,914
60 144.49 138.26 6.23 4.4% 0.68 0.5% 56% False False 24,633
80 144.49 138.26 6.23 4.4% 0.58 0.4% 56% False False 18,490
Crabel Price Patterns
NR True
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.80
2.618 143.70
1.618 143.03
1.000 142.62
0.618 142.36
HIGH 141.95
0.618 141.69
0.500 141.62
0.382 141.54
LOW 141.28
0.618 140.87
1.000 140.61
1.618 140.20
2.618 139.53
4.250 138.43
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 141.71 141.93
PP 141.66 141.87
S1 141.62 141.82

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

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