Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 142.37 143.09 0.72 0.5% 141.47
High 143.30 143.42 0.12 0.1% 142.90
Low 142.25 142.93 0.68 0.5% 141.30
Close 142.90 143.23 0.33 0.2% 142.66
Range 1.05 0.49 -0.56 -53.3% 1.60
ATR 0.58 0.58 0.00 -0.7% 0.00
Volume 962,826 1,083,728 120,902 12.6% 2,950,718
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 144.66 144.44 143.50
R3 144.17 143.95 143.36
R2 143.68 143.68 143.32
R1 143.46 143.46 143.27 143.57
PP 143.19 143.19 143.19 143.25
S1 142.97 142.97 143.19 143.08
S2 142.70 142.70 143.14
S3 142.21 142.48 143.10
S4 141.72 141.99 142.96
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 147.09 146.47 143.54
R3 145.49 144.87 143.10
R2 143.89 143.89 142.95
R1 143.27 143.27 142.81 143.58
PP 142.29 142.29 142.29 142.44
S1 141.67 141.67 142.51 141.98
S2 140.69 140.69 142.37
S3 139.09 140.07 142.22
S4 137.49 138.47 141.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.42 142.21 1.21 0.8% 0.58 0.4% 84% True False 861,528
10 143.42 140.57 2.85 2.0% 0.59 0.4% 93% True False 754,556
20 143.42 138.68 4.74 3.3% 0.55 0.4% 96% True False 665,047
40 143.42 138.68 4.74 3.3% 0.54 0.4% 96% True False 550,902
60 143.42 138.68 4.74 3.3% 0.53 0.4% 96% True False 369,574
80 143.42 138.68 4.74 3.3% 0.49 0.3% 96% True False 277,378
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.50
2.618 144.70
1.618 144.21
1.000 143.91
0.618 143.72
HIGH 143.42
0.618 143.23
0.500 143.18
0.382 143.12
LOW 142.93
0.618 142.63
1.000 142.44
1.618 142.14
2.618 141.65
4.250 140.85
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 143.21 143.10
PP 143.19 142.97
S1 143.18 142.84

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

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