Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 140.77 140.55 -0.22 -0.2% 139.08
High 140.83 140.80 -0.03 0.0% 140.37
Low 140.50 140.38 -0.12 -0.1% 139.08
Close 140.68 140.54 -0.14 -0.1% 140.25
Range 0.33 0.42 0.09 27.3% 1.29
ATR 0.53 0.53 -0.01 -1.5% 0.00
Volume 650,069 673,474 23,405 3.6% 3,187,103
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 141.83 141.61 140.77
R3 141.41 141.19 140.66
R2 140.99 140.99 140.62
R1 140.77 140.77 140.58 140.67
PP 140.57 140.57 140.57 140.53
S1 140.35 140.35 140.50 140.25
S2 140.15 140.15 140.46
S3 139.73 139.93 140.42
S4 139.31 139.51 140.31
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 143.77 143.30 140.96
R3 142.48 142.01 140.60
R2 141.19 141.19 140.49
R1 140.72 140.72 140.37 140.96
PP 139.90 139.90 139.90 140.02
S1 139.43 139.43 140.13 139.67
S2 138.61 138.61 140.01
S3 137.32 138.14 139.90
S4 136.03 136.85 139.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.90 139.26 1.64 1.2% 0.56 0.4% 78% False False 627,517
10 140.90 138.68 2.22 1.6% 0.51 0.4% 84% False False 575,538
20 140.90 138.68 2.22 1.6% 0.51 0.4% 84% False False 463,370
40 142.07 138.68 3.39 2.4% 0.51 0.4% 55% False False 365,527
60 142.25 138.68 3.57 2.5% 0.50 0.4% 52% False False 244,076
80 142.25 138.06 4.19 3.0% 0.46 0.3% 59% False False 183,066
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.59
2.618 141.90
1.618 141.48
1.000 141.22
0.618 141.06
HIGH 140.80
0.618 140.64
0.500 140.59
0.382 140.54
LOW 140.38
0.618 140.12
1.000 139.96
1.618 139.70
2.618 139.28
4.250 138.60
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 140.59 140.55
PP 140.57 140.54
S1 140.56 140.54

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

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