Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 143.09 143.43 0.34 0.2% 142.63
High 143.42 144.04 0.62 0.4% 144.04
Low 142.93 143.36 0.43 0.3% 142.25
Close 143.23 143.88 0.65 0.5% 143.88
Range 0.49 0.68 0.19 38.8% 1.79
ATR 0.58 0.59 0.02 2.9% 0.00
Volume 1,083,728 748,686 -335,042 -30.9% 4,500,271
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 145.80 145.52 144.25
R3 145.12 144.84 144.07
R2 144.44 144.44 144.00
R1 144.16 144.16 143.94 144.30
PP 143.76 143.76 143.76 143.83
S1 143.48 143.48 143.82 143.62
S2 143.08 143.08 143.76
S3 142.40 142.80 143.69
S4 141.72 142.12 143.51
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 148.76 148.11 144.86
R3 146.97 146.32 144.37
R2 145.18 145.18 144.21
R1 144.53 144.53 144.04 144.86
PP 143.39 143.39 143.39 143.55
S1 142.74 142.74 143.72 143.07
S2 141.60 141.60 143.55
S3 139.81 140.95 143.39
S4 138.02 139.16 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.04 142.25 1.79 1.2% 0.58 0.4% 91% True False 900,054
10 144.04 141.15 2.89 2.0% 0.59 0.4% 94% True False 773,279
20 144.04 138.94 5.10 3.5% 0.56 0.4% 97% True False 689,016
40 144.04 138.68 5.36 3.7% 0.54 0.4% 97% True False 567,064
60 144.04 138.68 5.36 3.7% 0.53 0.4% 97% True False 382,037
80 144.04 138.68 5.36 3.7% 0.49 0.3% 97% True False 286,736
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
4.250 146.93
2.618 145.82
1.618 145.14
1.000 144.72
0.618 144.46
HIGH 144.04
0.618 143.78
0.500 143.70
0.382 143.62
LOW 143.36
0.618 142.94
1.000 142.68
1.618 142.26
2.618 141.58
4.250 140.47
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 143.82 143.64
PP 143.76 143.39
S1 143.70 143.15

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

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