Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 140.19 140.20 0.01 0.0% 141.75
High 140.65 140.46 -0.19 -0.1% 141.83
Low 140.13 139.88 -0.25 -0.2% 139.45
Close 140.47 140.39 -0.08 -0.1% 140.11
Range 0.52 0.58 0.06 11.5% 2.38
ATR 0.75 0.73 -0.01 -1.5% 0.00
Volume 728,768 824,549 95,781 13.1% 3,793,529
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 141.98 141.77 140.71
R3 141.40 141.19 140.55
R2 140.82 140.82 140.50
R1 140.61 140.61 140.44 140.72
PP 140.24 140.24 140.24 140.30
S1 140.03 140.03 140.34 140.14
S2 139.66 139.66 140.28
S3 139.08 139.45 140.23
S4 138.50 138.87 140.07
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 147.60 146.24 141.42
R3 145.22 143.86 140.76
R2 142.84 142.84 140.55
R1 141.48 141.48 140.33 140.97
PP 140.46 140.46 140.46 140.21
S1 139.10 139.10 139.89 138.59
S2 138.08 138.08 139.67
S3 135.70 136.72 139.46
S4 133.32 134.34 138.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.65 139.67 0.98 0.7% 0.63 0.4% 73% False False 767,037
10 141.91 139.45 2.46 1.8% 0.68 0.5% 38% False False 742,243
20 141.95 139.45 2.50 1.8% 0.65 0.5% 38% False False 671,056
40 142.58 138.41 4.17 3.0% 0.77 0.5% 47% False False 676,275
60 143.35 138.41 4.94 3.5% 0.79 0.6% 40% False False 453,321
80 144.49 138.41 6.08 4.3% 0.75 0.5% 33% False False 340,133
100 144.49 138.26 6.23 4.4% 0.72 0.5% 34% False False 272,120
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.93
2.618 141.98
1.618 141.40
1.000 141.04
0.618 140.82
HIGH 140.46
0.618 140.24
0.500 140.17
0.382 140.10
LOW 139.88
0.618 139.52
1.000 139.30
1.618 138.94
2.618 138.36
4.250 137.42
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 140.32 140.35
PP 140.24 140.30
S1 140.17 140.26

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

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