Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 141.21 139.99 -1.22 -0.9% 142.12
High 141.21 140.42 -0.79 -0.6% 142.39
Low 139.97 139.73 -0.24 -0.2% 139.97
Close 140.02 140.32 0.30 0.2% 140.02
Range 1.24 0.69 -0.55 -44.4% 2.42
ATR 1.00 0.97 -0.02 -2.2% 0.00
Volume 589 14,191 13,602 2,309.3% 941
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 142.23 141.96 140.70
R3 141.54 141.27 140.51
R2 140.85 140.85 140.45
R1 140.58 140.58 140.38 140.72
PP 140.16 140.16 140.16 140.22
S1 139.89 139.89 140.26 140.03
S2 139.47 139.47 140.19
S3 138.78 139.20 140.13
S4 138.09 138.51 139.94
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
5 142.12 139.73 2.39 1.7% 0.84 0.6% 25% False True 3,012
10 143.68 139.73 3.95 2.8% 0.88 0.6% 15% False True 4,120
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.35
2.618 142.23
1.618 141.54
1.000 141.11
0.618 140.85
HIGH 140.42
0.618 140.16
0.500 140.08
0.382 139.99
LOW 139.73
0.618 139.30
1.000 139.04
1.618 138.61
2.618 137.92
4.250 136.80
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 140.24 140.78
PP 140.16 140.63
S1 140.08 140.47

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

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