Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 141.69 141.65 -0.04 0.0% 140.18
High 141.75 141.69 -0.06 0.0% 141.95
Low 141.12 141.10 -0.02 0.0% 139.95
Close 141.40 141.43 0.03 0.0% 141.77
Range 0.63 0.59 -0.04 -6.3% 2.00
ATR 0.87 0.85 -0.02 -2.3% 0.00
Volume 611,437 517,386 -94,051 -15.4% 3,514,467
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 143.18 142.89 141.75
R3 142.59 142.30 141.59
R2 142.00 142.00 141.54
R1 141.71 141.71 141.48 141.56
PP 141.41 141.41 141.41 141.33
S1 141.12 141.12 141.38 140.97
S2 140.82 140.82 141.32
S3 140.23 140.53 141.27
S4 139.64 139.94 141.11
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
5 141.95 140.62 1.33 0.9% 0.67 0.5% 61% False False 586,011
10 141.95 139.03 2.92 2.1% 0.70 0.5% 82% False False 661,996
20 142.17 138.41 3.76 2.7% 0.86 0.6% 80% False False 699,602
40 142.62 138.41 4.21 3.0% 0.80 0.6% 72% False False 386,416
60 144.49 138.41 6.08 4.3% 0.78 0.6% 50% False False 257,810
80 144.49 138.26 6.23 4.4% 0.72 0.5% 51% False False 193,375
100 144.49 138.26 6.23 4.4% 0.64 0.5% 51% False False 154,712
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.20
2.618 143.23
1.618 142.64
1.000 142.28
0.618 142.05
HIGH 141.69
0.618 141.46
0.500 141.40
0.382 141.33
LOW 141.10
0.618 140.74
1.000 140.51
1.618 140.15
2.618 139.56
4.250 138.59
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 141.42 141.53
PP 141.41 141.49
S1 141.40 141.46

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

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