Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 151.26 151.11 -0.15 -0.1% 151.17
High 151.35 151.40 0.05 0.0% 151.45
Low 150.77 150.78 0.01 0.0% 150.68
Close 151.13 151.27 0.14 0.1% 151.27
Range 0.58 0.62 0.04 6.9% 0.77
ATR 0.65 0.65 0.00 -0.3% 0.00
Volume 715,466 424,516 -290,950 -40.7% 2,849,552
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.01 152.76 151.61
R3 152.39 152.14 151.44
R2 151.77 151.77 151.38
R1 151.52 151.52 151.33 151.65
PP 151.15 151.15 151.15 151.21
S1 150.90 150.90 151.21 151.03
S2 150.53 150.53 151.16
S3 149.91 150.28 151.10
S4 149.29 149.66 150.93
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.44 153.13 151.69
R3 152.67 152.36 151.48
R2 151.90 151.90 151.41
R1 151.59 151.59 151.34 151.75
PP 151.13 151.13 151.13 151.21
S1 150.82 150.82 151.20 150.98
S2 150.36 150.36 151.13
S3 149.59 150.05 151.06
S4 148.82 149.28 150.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.45 150.68 0.77 0.5% 0.55 0.4% 77% False False 569,910
10 151.45 150.06 1.39 0.9% 0.59 0.4% 87% False False 606,480
20 152.49 150.06 2.43 1.6% 0.73 0.5% 50% False False 747,210
40 152.49 147.63 4.86 3.2% 0.64 0.4% 75% False False 728,495
60 152.49 147.63 4.86 3.2% 0.61 0.4% 75% False False 613,647
80 152.49 145.82 6.67 4.4% 0.57 0.4% 82% False False 460,832
100 152.49 143.96 8.53 5.6% 0.51 0.3% 86% False False 368,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154.04
2.618 153.02
1.618 152.40
1.000 152.02
0.618 151.78
HIGH 151.40
0.618 151.16
0.500 151.09
0.382 151.02
LOW 150.78
0.618 150.40
1.000 150.16
1.618 149.78
2.618 149.16
4.250 148.15
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 151.21 151.21
PP 151.15 151.15
S1 151.09 151.09

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

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