Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 143.96 144.02 0.06 0.0% 142.63
High 144.57 144.06 -0.51 -0.4% 144.04
Low 143.88 143.27 -0.61 -0.4% 142.25
Close 144.07 143.33 -0.74 -0.5% 143.88
Range 0.69 0.79 0.10 14.5% 1.79
ATR 0.59 0.61 0.01 2.5% 0.00
Volume 967,339 940,765 -26,574 -2.7% 4,500,271
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.92 145.42 143.76
R3 145.13 144.63 143.55
R2 144.34 144.34 143.47
R1 143.84 143.84 143.40 143.70
PP 143.55 143.55 143.55 143.48
S1 143.05 143.05 143.26 142.91
S2 142.76 142.76 143.19
S3 141.97 142.26 143.11
S4 141.18 141.47 142.90
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
5 144.57 143.27 1.30 0.9% 0.65 0.5% 5% False True 848,081
10 144.57 142.21 2.36 1.6% 0.62 0.4% 47% False False 854,804
20 144.57 139.26 5.31 3.7% 0.60 0.4% 77% False False 746,177
40 144.57 138.68 5.89 4.1% 0.55 0.4% 79% False False 589,471
60 144.57 138.68 5.89 4.1% 0.55 0.4% 79% False False 440,199
80 144.57 138.68 5.89 4.1% 0.51 0.4% 79% False False 330,382
100 144.57 137.25 7.32 5.1% 0.49 0.3% 83% False False 264,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 147.42
2.618 146.13
1.618 145.34
1.000 144.85
0.618 144.55
HIGH 144.06
0.618 143.76
0.500 143.67
0.382 143.57
LOW 143.27
0.618 142.78
1.000 142.48
1.618 141.99
2.618 141.20
4.250 139.91
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 143.67 143.92
PP 143.55 143.72
S1 143.44 143.53

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

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