Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 135.95 136.43 0.48 0.4% 136.69
High 137.20 136.58 -0.62 -0.5% 137.39
Low 135.80 135.94 0.14 0.1% 135.22
Close 136.50 136.51 0.01 0.0% 136.50
Range 1.40 0.64 -0.76 -54.3% 2.17
ATR 0.88 0.87 -0.02 -2.0% 0.00
Volume 1,342 6,982 5,640 420.3% 9,776
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.26 138.03 136.86
R3 137.62 137.39 136.69
R2 136.98 136.98 136.63
R1 136.75 136.75 136.57 136.87
PP 136.34 136.34 136.34 136.40
S1 136.11 136.11 136.45 136.23
S2 135.70 135.70 136.39
S3 135.06 135.47 136.33
S4 134.42 134.83 136.16
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.88 141.86 137.69
R3 140.71 139.69 137.10
R2 138.54 138.54 136.90
R1 137.52 137.52 136.70 136.95
PP 136.37 136.37 136.37 136.08
S1 135.35 135.35 136.30 134.78
S2 134.20 134.20 136.10
S3 132.03 133.18 135.90
S4 129.86 131.01 135.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.33 135.22 2.11 1.5% 0.92 0.7% 61% False False 2,874
10 138.10 135.22 2.88 2.1% 0.86 0.6% 45% False False 2,654
20 138.27 135.22 3.05 2.2% 0.80 0.6% 42% False False 1,594
40 138.51 135.09 3.42 2.5% 0.70 0.5% 42% False False 885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.30
2.618 138.26
1.618 137.62
1.000 137.22
0.618 136.98
HIGH 136.58
0.618 136.34
0.500 136.26
0.382 136.18
LOW 135.94
0.618 135.54
1.000 135.30
1.618 134.90
2.618 134.26
4.250 133.22
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 136.43 136.41
PP 136.34 136.31
S1 136.26 136.21

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

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