Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 141.57 141.62 0.05 0.0% 140.22
High 141.86 141.83 -0.03 0.0% 141.16
Low 141.18 141.46 0.28 0.2% 139.67
Close 141.68 141.71 0.03 0.0% 140.85
Range 0.68 0.37 -0.31 -45.6% 1.49
ATR 0.75 0.72 -0.03 -3.6% 0.00
Volume 515,621 515,621 0 0.0% 3,628,916
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 142.78 142.61 141.91
R3 142.41 142.24 141.81
R2 142.04 142.04 141.78
R1 141.87 141.87 141.74 141.96
PP 141.67 141.67 141.67 141.71
S1 141.50 141.50 141.68 141.59
S2 141.30 141.30 141.64
S3 140.93 141.13 141.61
S4 140.56 140.76 141.51
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.03 144.43 141.67
R3 143.54 142.94 141.26
R2 142.05 142.05 141.12
R1 141.45 141.45 140.99 141.75
PP 140.56 140.56 140.56 140.71
S1 139.96 139.96 140.71 140.26
S2 139.07 139.07 140.58
S3 137.58 138.47 140.44
S4 136.09 136.98 140.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.00 140.52 1.48 1.0% 0.64 0.5% 80% False False 549,996
10 142.00 139.67 2.33 1.6% 0.63 0.4% 88% False False 658,516
20 142.00 139.45 2.55 1.8% 0.66 0.5% 89% False False 659,120
40 142.00 138.41 3.59 2.5% 0.73 0.5% 92% False False 664,581
60 142.62 138.41 4.21 3.0% 0.75 0.5% 78% False False 499,093
80 144.49 138.41 6.08 4.3% 0.76 0.5% 54% False False 374,505
100 144.49 138.26 6.23 4.4% 0.71 0.5% 55% False False 299,618
120 144.49 138.26 6.23 4.4% 0.65 0.5% 55% False False 249,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 143.40
2.618 142.80
1.618 142.43
1.000 142.20
0.618 142.06
HIGH 141.83
0.618 141.69
0.500 141.65
0.382 141.60
LOW 141.46
0.618 141.23
1.000 141.09
1.618 140.86
2.618 140.49
4.250 139.89
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 141.69 141.67
PP 141.67 141.63
S1 141.65 141.59

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

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