Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 143.87 143.45 -0.42 -0.3% 143.50
High 144.24 143.95 -0.29 -0.2% 144.28
Low 143.41 143.45 0.04 0.0% 143.41
Close 143.45 143.87 0.42 0.3% 143.87
Range 0.83 0.50 -0.33 -39.8% 0.87
ATR 0.59 0.59 -0.01 -1.1% 0.00
Volume 611,126 466,029 -145,097 -23.7% 2,652,509
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.26 145.06 144.15
R3 144.76 144.56 144.01
R2 144.26 144.26 143.96
R1 144.06 144.06 143.92 144.16
PP 143.76 143.76 143.76 143.81
S1 143.56 143.56 143.82 143.66
S2 143.26 143.26 143.78
S3 142.76 143.06 143.73
S4 142.26 142.56 143.60
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.46 146.04 144.35
R3 145.59 145.17 144.11
R2 144.72 144.72 144.03
R1 144.30 144.30 143.95 144.51
PP 143.85 143.85 143.85 143.96
S1 143.43 143.43 143.79 143.64
S2 142.98 142.98 143.71
S3 142.11 142.56 143.63
S4 141.24 141.69 143.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.28 143.41 0.87 0.6% 0.55 0.4% 53% False False 582,873
10 144.28 143.09 1.19 0.8% 0.55 0.4% 66% False False 593,011
20 144.57 142.21 2.36 1.6% 0.58 0.4% 70% False False 723,908
40 144.57 138.68 5.89 4.1% 0.56 0.4% 88% False False 619,447
60 144.57 138.68 5.89 4.1% 0.54 0.4% 88% False False 538,737
80 144.57 138.68 5.89 4.1% 0.53 0.4% 88% False False 404,506
100 144.57 138.68 5.89 4.1% 0.50 0.3% 88% False False 323,611
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.08
2.618 145.26
1.618 144.76
1.000 144.45
0.618 144.26
HIGH 143.95
0.618 143.76
0.500 143.70
0.382 143.64
LOW 143.45
0.618 143.14
1.000 142.95
1.618 142.64
2.618 142.14
4.250 141.33
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 143.81 143.86
PP 143.76 143.85
S1 143.70 143.85

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

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