Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 144.83 145.06 0.23 0.2% 143.94
High 145.27 145.50 0.23 0.2% 145.16
Low 144.62 144.83 0.21 0.1% 143.66
Close 145.12 145.34 0.22 0.2% 144.72
Range 0.65 0.67 0.02 3.1% 1.50
ATR 0.92 0.90 -0.02 -2.0% 0.00
Volume 543,633 490,561 -53,072 -9.8% 2,625,005
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 147.23 146.96 145.71
R3 146.56 146.29 145.52
R2 145.89 145.89 145.46
R1 145.62 145.62 145.40 145.76
PP 145.22 145.22 145.22 145.29
S1 144.95 144.95 145.28 145.09
S2 144.55 144.55 145.22
S3 143.88 144.28 145.16
S4 143.21 143.61 144.97
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 149.01 148.37 145.55
R3 147.51 146.87 145.13
R2 146.01 146.01 145.00
R1 145.37 145.37 144.86 145.69
PP 144.51 144.51 144.51 144.68
S1 143.87 143.87 144.58 144.19
S2 143.01 143.01 144.45
S3 141.51 142.37 144.31
S4 140.01 140.87 143.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.50 144.52 0.98 0.7% 0.61 0.4% 84% True False 481,791
10 145.50 142.14 3.36 2.3% 0.68 0.5% 95% True False 540,259
20 145.50 139.72 5.78 4.0% 0.86 0.6% 97% True False 639,635
40 145.97 139.72 6.25 4.3% 0.99 0.7% 90% False False 617,396
60 145.97 138.84 7.13 4.9% 0.87 0.6% 91% False False 413,295
80 145.97 135.28 10.69 7.4% 0.81 0.6% 94% False False 310,087
100 145.97 133.95 12.02 8.3% 0.70 0.5% 95% False False 248,091
120 145.97 133.95 12.02 8.3% 0.59 0.4% 95% False False 206,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148.35
2.618 147.25
1.618 146.58
1.000 146.17
0.618 145.91
HIGH 145.50
0.618 145.24
0.500 145.17
0.382 145.09
LOW 144.83
0.618 144.42
1.000 144.16
1.618 143.75
2.618 143.08
4.250 141.98
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 145.28 145.25
PP 145.22 145.15
S1 145.17 145.06

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

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