Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 143.68 144.20 0.52 0.4% 143.89
High 144.26 144.31 0.05 0.0% 144.37
Low 143.63 143.17 -0.46 -0.3% 143.17
Close 144.15 144.02 -0.13 -0.1% 144.02
Range 0.63 1.14 0.51 81.0% 1.20
ATR 0.95 0.96 0.01 1.5% 0.00
Volume 475,129 622,654 147,525 31.0% 2,442,093
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.25 146.78 144.65
R3 146.11 145.64 144.33
R2 144.97 144.97 144.23
R1 144.50 144.50 144.12 144.17
PP 143.83 143.83 143.83 143.67
S1 143.36 143.36 143.92 143.03
S2 142.69 142.69 143.81
S3 141.55 142.22 143.71
S4 140.41 141.08 143.39
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.45 146.94 144.68
R3 146.25 145.74 144.35
R2 145.05 145.05 144.24
R1 144.54 144.54 144.13 144.80
PP 143.85 143.85 143.85 143.98
S1 143.34 143.34 143.91 143.60
S2 142.65 142.65 143.80
S3 141.45 142.14 143.69
S4 140.25 140.94 143.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.37 143.17 1.20 0.8% 0.73 0.5% 71% False True 488,418
10 144.37 141.14 3.23 2.2% 0.84 0.6% 89% False False 563,702
20 144.37 140.78 3.59 2.5% 0.88 0.6% 90% False False 546,010
40 146.26 140.78 5.48 3.8% 0.93 0.6% 59% False False 584,611
60 146.26 139.72 6.54 4.5% 1.01 0.7% 66% False False 658,626
80 146.26 139.72 6.54 4.5% 0.96 0.7% 66% False False 550,661
100 146.26 138.28 7.98 5.5% 0.89 0.6% 72% False False 441,109
120 146.26 133.95 12.31 8.5% 0.85 0.6% 82% False False 367,639
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 0.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 149.16
2.618 147.29
1.618 146.15
1.000 145.45
0.618 145.01
HIGH 144.31
0.618 143.87
0.500 143.74
0.382 143.61
LOW 143.17
0.618 142.47
1.000 142.03
1.618 141.33
2.618 140.19
4.250 138.33
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 143.93 143.94
PP 143.83 143.85
S1 143.74 143.77

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

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