Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 143.56 143.39 -0.17 -0.1% 143.99
High 143.66 143.98 0.32 0.2% 144.57
Low 143.09 143.36 0.27 0.2% 143.27
Close 143.17 143.78 0.61 0.4% 143.83
Range 0.57 0.62 0.05 8.8% 1.30
ATR 0.58 0.60 0.02 2.8% 0.00
Volume 733,598 568,705 -164,893 -22.5% 3,884,354
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.57 145.29 144.12
R3 144.95 144.67 143.95
R2 144.33 144.33 143.89
R1 144.05 144.05 143.84 144.19
PP 143.71 143.71 143.71 143.78
S1 143.43 143.43 143.72 143.57
S2 143.09 143.09 143.67
S3 142.47 142.81 143.61
S4 141.85 142.19 143.44
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 147.79 147.11 144.55
R3 146.49 145.81 144.19
R2 145.19 145.19 144.07
R1 144.51 144.51 143.95 144.20
PP 143.89 143.89 143.89 143.74
S1 143.21 143.21 143.71 142.90
S2 142.59 142.59 143.59
S3 141.29 141.91 143.47
S4 139.99 140.61 143.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.14 143.09 1.05 0.7% 0.54 0.4% 66% False False 603,150
10 144.57 143.09 1.48 1.0% 0.60 0.4% 47% False False 725,615
20 144.57 140.57 4.00 2.8% 0.59 0.4% 80% False False 740,086
40 144.57 138.68 5.89 4.1% 0.55 0.4% 87% False False 601,728
60 144.57 138.68 5.89 4.1% 0.54 0.4% 87% False False 490,380
80 144.57 138.68 5.89 4.1% 0.52 0.4% 87% False False 368,078
100 144.57 138.06 6.51 4.5% 0.49 0.3% 88% False False 294,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.62
2.618 145.60
1.618 144.98
1.000 144.60
0.618 144.36
HIGH 143.98
0.618 143.74
0.500 143.67
0.382 143.60
LOW 143.36
0.618 142.98
1.000 142.74
1.618 142.36
2.618 141.74
4.250 140.73
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 143.74 143.70
PP 143.71 143.62
S1 143.67 143.54

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

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