Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 143.91 143.59 -0.32 -0.2% 143.99
High 143.94 143.69 -0.25 -0.2% 144.57
Low 143.56 143.39 -0.17 -0.1% 143.27
Close 143.65 143.64 -0.01 0.0% 143.83
Range 0.38 0.30 -0.08 -21.1% 1.30
ATR 0.61 0.58 -0.02 -3.6% 0.00
Volume 608,038 712,776 104,738 17.2% 3,884,354
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 144.47 144.36 143.81
R3 144.17 144.06 143.72
R2 143.87 143.87 143.70
R1 143.76 143.76 143.67 143.82
PP 143.57 143.57 143.57 143.60
S1 143.46 143.46 143.61 143.52
S2 143.27 143.27 143.59
S3 142.97 143.16 143.56
S4 142.67 142.86 143.48
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% 0.60 0.4% 28% False False 724,310
10 144.57 142.25 2.32 1.6% 0.63 0.4% 60% False False 800,040
20 144.57 140.38 4.19 2.9% 0.57 0.4% 78% False False 741,148
40 144.57 138.68 5.89 4.1% 0.54 0.4% 84% False False 592,700
60 144.57 138.68 5.89 4.1% 0.54 0.4% 84% False False 468,734
80 144.57 138.68 5.89 4.1% 0.51 0.4% 84% False False 351,800
100 144.57 137.47 7.10 4.9% 0.49 0.3% 87% False False 281,447
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.11
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 144.97
2.618 144.48
1.618 144.18
1.000 143.99
0.618 143.88
HIGH 143.69
0.618 143.58
0.500 143.54
0.382 143.50
LOW 143.39
0.618 143.20
1.000 143.09
1.618 142.90
2.618 142.60
4.250 142.12
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 143.61 143.73
PP 143.57 143.70
S1 143.54 143.67

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

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