Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 137.26 137.32 0.06 0.0% 137.94
High 137.26 137.40 0.14 0.1% 138.26
Low 137.10 136.76 -0.34 -0.2% 137.30
Close 137.10 136.88 -0.22 -0.2% 137.76
Range 0.16 0.64 0.48 300.0% 0.96
ATR 0.39 0.41 0.02 4.5% 0.00
Volume 7 69 62 885.7% 339
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 138.93 138.55 137.23
R3 138.29 137.91 137.06
R2 137.65 137.65 137.00
R1 137.27 137.27 136.94 137.14
PP 137.01 137.01 137.01 136.95
S1 136.63 136.63 136.82 136.50
S2 136.37 136.37 136.76
S3 135.73 135.99 136.70
S4 135.09 135.35 136.53
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
5 137.76 136.76 1.00 0.7% 0.19 0.1% 12% False True 15
10 138.26 136.76 1.50 1.1% 0.10 0.1% 8% False True 46
20 138.26 136.16 2.10 1.5% 0.05 0.0% 34% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 140.12
2.618 139.08
1.618 138.44
1.000 138.04
0.618 137.80
HIGH 137.40
0.618 137.16
0.500 137.08
0.382 137.00
LOW 136.76
0.618 136.36
1.000 136.12
1.618 135.72
2.618 135.08
4.250 134.04
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 137.08 137.08
PP 137.01 137.01
S1 136.95 136.95

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

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