Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 142.60 143.24 0.64 0.4% 142.23
High 143.37 143.39 0.02 0.0% 143.15
Low 142.54 143.14 0.60 0.4% 141.84
Close 143.28 143.38 0.10 0.1% 142.79
Range 0.83 0.25 -0.58 -69.9% 1.31
ATR 0.62 0.59 -0.03 -4.3% 0.00
Volume 34,949 34,949 0 0.0% 4,084,443
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 144.05 143.97 143.52
R3 143.80 143.72 143.45
R2 143.55 143.55 143.43
R1 143.47 143.47 143.40 143.51
PP 143.30 143.30 143.30 143.33
S1 143.22 143.22 143.36 143.26
S2 143.05 143.05 143.33
S3 142.80 142.97 143.31
S4 142.55 142.72 143.24
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.52 145.97 143.51
R3 145.21 144.66 143.15
R2 143.90 143.90 143.03
R1 143.35 143.35 142.91 143.63
PP 142.59 142.59 142.59 142.73
S1 142.04 142.04 142.67 142.32
S2 141.28 141.28 142.55
S3 139.97 140.73 142.43
S4 138.66 139.42 142.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.39 142.07 1.32 0.9% 0.58 0.4% 99% True False 628,909
10 143.39 141.84 1.55 1.1% 0.55 0.4% 99% True False 641,365
20 143.48 141.84 1.64 1.1% 0.53 0.4% 94% False False 600,573
40 143.48 139.45 4.03 2.8% 0.61 0.4% 98% False False 631,667
60 143.48 138.41 5.07 3.5% 0.64 0.4% 98% False False 642,916
80 143.48 138.41 5.07 3.5% 0.70 0.5% 98% False False 555,357
100 144.49 138.41 6.08 4.2% 0.73 0.5% 82% False False 444,495
120 144.49 138.26 6.23 4.3% 0.68 0.5% 82% False False 370,435
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 0.13
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 144.45
2.618 144.04
1.618 143.79
1.000 143.64
0.618 143.54
HIGH 143.39
0.618 143.29
0.500 143.27
0.382 143.24
LOW 143.14
0.618 142.99
1.000 142.89
1.618 142.74
2.618 142.49
4.250 142.08
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 143.34 143.21
PP 143.30 143.03
S1 143.27 142.86

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

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