Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 141.46 141.69 0.23 0.2% 140.18
High 141.95 141.75 -0.20 -0.1% 141.95
Low 141.36 141.12 -0.24 -0.2% 139.95
Close 141.77 141.40 -0.37 -0.3% 141.77
Range 0.59 0.63 0.04 6.8% 2.00
ATR 0.88 0.87 -0.02 -1.9% 0.00
Volume 550,444 611,437 60,993 11.1% 3,514,467
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 143.31 142.99 141.75
R3 142.68 142.36 141.57
R2 142.05 142.05 141.52
R1 141.73 141.73 141.46 141.58
PP 141.42 141.42 141.42 141.35
S1 141.10 141.10 141.34 140.95
S2 140.79 140.79 141.28
S3 140.16 140.47 141.23
S4 139.53 139.84 141.05
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 147.22 146.50 142.87
R3 145.22 144.50 142.32
R2 143.22 143.22 142.14
R1 142.50 142.50 141.95 142.86
PP 141.22 141.22 141.22 141.41
S1 140.50 140.50 141.59 140.86
S2 139.22 139.22 141.40
S3 137.22 138.50 141.22
S4 135.22 136.50 140.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.95 139.96 1.99 1.4% 0.75 0.5% 72% False False 659,394
10 141.95 139.01 2.94 2.1% 0.71 0.5% 81% False False 681,136
20 142.17 138.41 3.76 2.7% 0.86 0.6% 80% False False 732,329
40 142.62 138.41 4.21 3.0% 0.80 0.6% 71% False False 373,482
60 144.49 138.41 6.08 4.3% 0.78 0.6% 49% False False 249,188
80 144.49 138.26 6.23 4.4% 0.73 0.5% 50% False False 186,908
100 144.49 138.26 6.23 4.4% 0.63 0.4% 50% False False 149,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.43
2.618 143.40
1.618 142.77
1.000 142.38
0.618 142.14
HIGH 141.75
0.618 141.51
0.500 141.44
0.382 141.36
LOW 141.12
0.618 140.73
1.000 140.49
1.618 140.10
2.618 139.47
4.250 138.44
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 141.44 141.54
PP 141.42 141.49
S1 141.41 141.45

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

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