Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 143.99 144.12 0.13 0.1% 142.63
High 144.32 144.23 -0.09 -0.1% 144.04
Low 143.59 143.85 0.26 0.2% 142.25
Close 144.02 143.98 -0.04 0.0% 143.88
Range 0.73 0.38 -0.35 -47.9% 1.79
ATR 0.60 0.59 -0.02 -2.6% 0.00
Volume 657,134 926,483 269,349 41.0% 4,500,271
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.16 144.95 144.19
R3 144.78 144.57 144.08
R2 144.40 144.40 144.05
R1 144.19 144.19 144.01 144.11
PP 144.02 144.02 144.02 143.98
S1 143.81 143.81 143.95 143.73
S2 143.64 143.64 143.91
S3 143.26 143.43 143.88
S4 142.88 143.05 143.77
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
5 144.32 142.25 2.07 1.4% 0.67 0.5% 84% False False 875,771
10 144.32 141.36 2.96 2.1% 0.61 0.4% 89% False False 847,459
20 144.32 139.26 5.06 3.5% 0.57 0.4% 93% False False 724,056
40 144.32 138.68 5.64 3.9% 0.55 0.4% 94% False False 585,907
60 144.32 138.68 5.64 3.9% 0.54 0.4% 94% False False 408,415
80 144.32 138.68 5.64 3.9% 0.50 0.3% 94% False False 306,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.85
2.618 145.22
1.618 144.84
1.000 144.61
0.618 144.46
HIGH 144.23
0.618 144.08
0.500 144.04
0.382 144.00
LOW 143.85
0.618 143.62
1.000 143.47
1.618 143.24
2.618 142.86
4.250 142.24
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 144.04 143.93
PP 144.02 143.89
S1 144.00 143.84

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

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