Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 144.02 143.33 -0.69 -0.5% 143.99
High 144.06 144.14 0.08 0.1% 144.57
Low 143.27 143.32 0.05 0.0% 143.27
Close 143.33 143.83 0.50 0.3% 143.83
Range 0.79 0.82 0.03 3.8% 1.30
ATR 0.61 0.62 0.02 2.5% 0.00
Volume 940,765 392,633 -548,132 -58.3% 3,884,354
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.22 145.85 144.28
R3 145.40 145.03 144.06
R2 144.58 144.58 143.98
R1 144.21 144.21 143.91 144.40
PP 143.76 143.76 143.76 143.86
S1 143.39 143.39 143.75 143.58
S2 142.94 142.94 143.68
S3 142.12 142.57 143.60
S4 141.30 141.75 143.38
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 147.79 147.11 144.55
R3 146.49 145.81 144.19
R2 145.19 145.19 144.07
R1 144.51 144.51 143.95 144.20
PP 143.89 143.89 143.89 143.74
S1 143.21 143.21 143.71 142.90
S2 142.59 142.59 143.59
S3 141.29 141.91 143.47
S4 139.99 140.61 143.12
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% 0.68 0.5% 43% False False 776,870
10 144.57 142.25 2.32 1.6% 0.63 0.4% 68% False False 838,462
20 144.57 139.58 4.99 3.5% 0.61 0.4% 85% False False 729,970
40 144.57 138.68 5.89 4.1% 0.55 0.4% 87% False False 579,770
60 144.57 138.68 5.89 4.1% 0.55 0.4% 87% False False 446,736
80 144.57 138.68 5.89 4.1% 0.51 0.4% 87% False False 335,290
100 144.57 137.40 7.17 5.0% 0.50 0.3% 90% False False 268,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 147.63
2.618 146.29
1.618 145.47
1.000 144.96
0.618 144.65
HIGH 144.14
0.618 143.83
0.500 143.73
0.382 143.63
LOW 143.32
0.618 142.81
1.000 142.50
1.618 141.99
2.618 141.17
4.250 139.84
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 143.80 143.92
PP 143.76 143.89
S1 143.73 143.86

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

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