Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 139.99 140.60 0.61 0.4% 142.12
High 140.42 141.00 0.58 0.4% 142.39
Low 139.73 140.37 0.64 0.5% 139.97
Close 140.32 140.84 0.52 0.4% 140.02
Range 0.69 0.63 -0.06 -8.7% 2.42
ATR 0.97 0.95 -0.02 -2.2% 0.00
Volume 14,191 10,970 -3,221 -22.7% 941
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 142.63 142.36 141.19
R3 142.00 141.73 141.01
R2 141.37 141.37 140.96
R1 141.10 141.10 140.90 141.24
PP 140.74 140.74 140.74 140.80
S1 140.47 140.47 140.78 140.61
S2 140.11 140.11 140.72
S3 139.48 139.84 140.67
S4 138.85 139.21 140.49
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
5 141.83 139.73 2.10 1.5% 0.91 0.6% 53% False False 5,190
10 143.68 139.73 3.95 2.8% 0.89 0.6% 28% False False 3,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 143.68
2.618 142.65
1.618 142.02
1.000 141.63
0.618 141.39
HIGH 141.00
0.618 140.76
0.500 140.69
0.382 140.61
LOW 140.37
0.618 139.98
1.000 139.74
1.618 139.35
2.618 138.72
4.250 137.69
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 140.79 140.72
PP 140.74 140.59
S1 140.69 140.47

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

View Archives - Comment on this page... - Back to Index of Symbols