Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 141.94 142.74 0.80 0.6% 141.75
High 142.85 142.86 0.01 0.0% 142.86
Low 141.94 142.36 0.42 0.3% 141.66
Close 142.47 142.46 -0.01 0.0% 142.46
Range 0.91 0.50 -0.41 -45.1% 1.20
ATR 0.70 0.69 -0.01 -2.0% 0.00
Volume 8,496 4,025 -4,471 -52.6% 35,361
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 144.06 143.76 142.74
R3 143.56 143.26 142.60
R2 143.06 143.06 142.55
R1 142.76 142.76 142.51 142.66
PP 142.56 142.56 142.56 142.51
S1 142.26 142.26 142.41 142.16
S2 142.06 142.06 142.37
S3 141.56 141.76 142.32
S4 141.06 141.26 142.19
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 145.93 145.39 143.12
R3 144.73 144.19 142.79
R2 143.53 143.53 142.68
R1 142.99 142.99 142.57 143.26
PP 142.33 142.33 142.33 142.46
S1 141.79 141.79 142.35 142.06
S2 141.13 141.13 142.24
S3 139.93 140.59 142.13
S4 138.73 139.39 141.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.86 141.66 1.20 0.8% 0.72 0.5% 67% True False 7,072
10 142.86 140.53 2.33 1.6% 0.66 0.5% 83% True False 5,714
20 142.86 138.84 4.02 2.8% 0.65 0.5% 90% True False 4,701
40 142.86 133.97 8.89 6.2% 0.63 0.4% 96% True False 2,567
60 142.86 133.95 8.91 6.3% 0.50 0.3% 96% True False 1,737
80 142.86 133.95 8.91 6.3% 0.37 0.3% 96% True False 1,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 144.99
2.618 144.17
1.618 143.67
1.000 143.36
0.618 143.17
HIGH 142.86
0.618 142.67
0.500 142.61
0.382 142.55
LOW 142.36
0.618 142.05
1.000 141.86
1.618 141.55
2.618 141.05
4.250 140.24
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 142.61 142.40
PP 142.56 142.33
S1 142.51 142.27

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

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