Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 141.83 141.82 -0.01 0.0% 142.13
High 141.95 142.17 0.22 0.2% 142.62
Low 141.28 141.08 -0.20 -0.1% 141.45
Close 141.76 141.40 -0.36 -0.3% 142.30
Range 0.67 1.09 0.42 62.7% 1.17
ATR 0.87 0.88 0.02 1.8% 0.00
Volume 1,171,915 950,314 -221,601 -18.9% 194,169
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 144.82 144.20 142.00
R3 143.73 143.11 141.70
R2 142.64 142.64 141.60
R1 142.02 142.02 141.50 141.79
PP 141.55 141.55 141.55 141.43
S1 140.93 140.93 141.30 140.70
S2 140.46 140.46 141.20
S3 139.37 139.84 141.10
S4 138.28 138.75 140.80
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
5 142.62 141.08 1.54 1.1% 0.89 0.6% 21% False True 460,231
10 142.62 139.96 2.66 1.9% 0.81 0.6% 54% False False 233,284
20 142.62 139.30 3.32 2.3% 0.75 0.5% 63% False False 120,710
40 144.49 139.30 5.19 3.7% 0.77 0.5% 40% False False 60,672
60 144.49 138.26 6.23 4.4% 0.68 0.5% 50% False False 40,472
80 144.49 138.26 6.23 4.4% 0.60 0.4% 50% False False 30,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.80
2.618 145.02
1.618 143.93
1.000 143.26
0.618 142.84
HIGH 142.17
0.618 141.75
0.500 141.63
0.382 141.50
LOW 141.08
0.618 140.41
1.000 139.99
1.618 139.32
2.618 138.23
4.250 136.45
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 141.63 141.83
PP 141.55 141.69
S1 141.48 141.54

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

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