Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 143.81 143.87 0.06 0.0% 143.91
High 144.28 144.24 -0.04 0.0% 143.98
Low 143.72 143.41 -0.31 -0.2% 143.09
Close 143.91 143.45 -0.46 -0.3% 143.60
Range 0.56 0.83 0.27 48.2% 0.89
ATR 0.58 0.59 0.02 3.1% 0.00
Volume 787,677 611,126 -176,551 -22.4% 2,884,977
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.19 145.65 143.91
R3 145.36 144.82 143.68
R2 144.53 144.53 143.60
R1 143.99 143.99 143.53 143.85
PP 143.70 143.70 143.70 143.63
S1 143.16 143.16 143.37 143.02
S2 142.87 142.87 143.30
S3 142.04 142.33 143.22
S4 141.21 141.50 142.99
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.23 145.80 144.09
R3 145.34 144.91 143.84
R2 144.45 144.45 143.76
R1 144.02 144.02 143.68 143.79
PP 143.56 143.56 143.56 143.44
S1 143.13 143.13 143.52 142.90
S2 142.67 142.67 143.44
S3 141.78 142.24 143.36
S4 140.89 141.35 143.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.28 143.36 0.92 0.6% 0.58 0.4% 10% False False 603,409
10 144.28 143.09 1.19 0.8% 0.58 0.4% 30% False False 640,485
20 144.57 141.37 3.20 2.2% 0.61 0.4% 65% False False 749,209
40 144.57 138.68 5.89 4.1% 0.57 0.4% 81% False False 622,433
60 144.57 138.68 5.89 4.1% 0.55 0.4% 81% False False 531,040
80 144.57 138.68 5.89 4.1% 0.53 0.4% 81% False False 398,681
100 144.57 138.68 5.89 4.1% 0.50 0.3% 81% False False 318,953
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 0.08
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 147.77
2.618 146.41
1.618 145.58
1.000 145.07
0.618 144.75
HIGH 144.24
0.618 143.92
0.500 143.83
0.382 143.73
LOW 143.41
0.618 142.90
1.000 142.58
1.618 142.07
2.618 141.24
4.250 139.88
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 143.83 143.85
PP 143.70 143.71
S1 143.58 143.58

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

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