Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 137.11 137.26 0.15 0.1% 137.94
High 137.11 137.26 0.15 0.1% 138.26
Low 137.11 137.10 -0.01 0.0% 137.30
Close 137.11 137.10 -0.01 0.0% 137.76
Range 0.00 0.16 0.16 0.96
ATR 0.41 0.39 -0.02 -4.3% 0.00
Volume 0 7 7 339
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 137.63 137.53 137.19
R3 137.47 137.37 137.14
R2 137.31 137.31 137.13
R1 137.21 137.21 137.11 137.18
PP 137.15 137.15 137.15 137.14
S1 137.05 137.05 137.09 137.02
S2 136.99 136.99 137.07
S3 136.83 136.89 137.06
S4 136.67 136.73 137.01
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.65 140.17 138.29
R3 139.69 139.21 138.02
R2 138.73 138.73 137.94
R1 138.25 138.25 137.85 138.01
PP 137.77 137.77 137.77 137.66
S1 137.29 137.29 137.67 137.05
S2 136.81 136.81 137.58
S3 135.85 136.33 137.50
S4 134.89 135.37 137.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.76 137.10 0.66 0.5% 0.07 0.0% 0% False True 25
10 138.26 137.10 1.16 0.8% 0.03 0.0% 0% False True 41
20 138.26 135.30 2.96 2.2% 0.02 0.0% 61% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.94
2.618 137.68
1.618 137.52
1.000 137.42
0.618 137.36
HIGH 137.26
0.618 137.20
0.500 137.18
0.382 137.16
LOW 137.10
0.618 137.00
1.000 136.94
1.618 136.84
2.618 136.68
4.250 136.42
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 137.18 137.32
PP 137.15 137.24
S1 137.13 137.17

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

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