Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 141.29 141.40 0.11 0.1% 141.69
High 141.57 141.53 -0.04 0.0% 141.91
Low 141.05 141.02 -0.03 0.0% 140.71
Close 141.38 141.23 -0.15 -0.1% 140.87
Range 0.52 0.51 -0.01 -1.9% 1.20
ATR 0.78 0.76 -0.02 -2.5% 0.00
Volume 645,012 666,759 21,747 3.4% 2,876,626
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 142.79 142.52 141.51
R3 142.28 142.01 141.37
R2 141.77 141.77 141.32
R1 141.50 141.50 141.28 141.38
PP 141.26 141.26 141.26 141.20
S1 140.99 140.99 141.18 140.87
S2 140.75 140.75 141.14
S3 140.24 140.48 141.09
S4 139.73 139.97 140.95
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.76 144.02 141.53
R3 143.56 142.82 141.20
R2 142.36 142.36 141.09
R1 141.62 141.62 140.98 141.39
PP 141.16 141.16 141.16 141.05
S1 140.42 140.42 140.76 140.19
S2 139.96 139.96 140.65
S3 138.76 139.22 140.54
S4 137.56 138.02 140.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.80 140.71 1.09 0.8% 0.58 0.4% 48% False False 606,657
10 141.95 140.71 1.24 0.9% 0.56 0.4% 42% False False 603,538
20 141.95 138.41 3.54 2.5% 0.71 0.5% 80% False False 665,416
40 142.62 138.41 4.21 3.0% 0.79 0.6% 67% False False 479,048
60 144.49 138.41 6.08 4.3% 0.81 0.6% 46% False False 319,713
80 144.49 138.26 6.23 4.4% 0.72 0.5% 48% False False 239,818
100 144.49 138.26 6.23 4.4% 0.65 0.5% 48% False False 191,866
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.70
2.618 142.87
1.618 142.36
1.000 142.04
0.618 141.85
HIGH 141.53
0.618 141.34
0.500 141.28
0.382 141.21
LOW 141.02
0.618 140.70
1.000 140.51
1.618 140.19
2.618 139.68
4.250 138.85
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 141.28 141.30
PP 141.26 141.27
S1 141.25 141.25

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

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