Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 140.90 141.21 0.31 0.2% 142.12
High 141.83 141.21 -0.62 -0.4% 142.39
Low 140.90 139.97 -0.93 -0.7% 139.97
Close 141.71 140.02 -1.69 -1.2% 140.02
Range 0.93 1.24 0.31 33.3% 2.42
ATR 0.94 1.00 0.06 6.1% 0.00
Volume 65 589 524 806.2% 941
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 144.12 143.31 140.70
R3 142.88 142.07 140.36
R2 141.64 141.64 140.25
R1 140.83 140.83 140.13 140.62
PP 140.40 140.40 140.40 140.29
S1 139.59 139.59 139.91 139.38
S2 139.16 139.16 139.79
S3 137.92 138.35 139.68
S4 136.68 137.11 139.34
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 148.05 146.46 141.35
R3 145.63 144.04 140.69
R2 143.21 143.21 140.46
R1 141.62 141.62 140.24 141.21
PP 140.79 140.79 140.79 140.59
S1 139.20 139.20 139.80 138.79
S2 138.37 138.37 139.58
S3 135.95 136.78 139.35
S4 133.53 134.36 138.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.39 139.97 2.42 1.7% 0.84 0.6% 2% False True 188
10 143.99 139.97 4.02 2.9% 0.87 0.6% 1% False True 2,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146.48
2.618 144.46
1.618 143.22
1.000 142.45
0.618 141.98
HIGH 141.21
0.618 140.74
0.500 140.59
0.382 140.44
LOW 139.97
0.618 139.20
1.000 138.73
1.618 137.96
2.618 136.72
4.250 134.70
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 140.59 140.90
PP 140.40 140.61
S1 140.21 140.31

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

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