Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 143.66 143.97 0.31 0.2% 143.50
High 144.12 144.77 0.65 0.5% 144.28
Low 143.49 143.90 0.41 0.3% 143.41
Close 143.97 144.46 0.49 0.3% 143.87
Range 0.63 0.87 0.24 38.1% 0.87
ATR 0.59 0.61 0.02 3.5% 0.00
Volume 840,170 929,791 89,621 10.7% 2,652,509
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.99 146.59 144.94
R3 146.12 145.72 144.70
R2 145.25 145.25 144.62
R1 144.85 144.85 144.54 145.05
PP 144.38 144.38 144.38 144.48
S1 143.98 143.98 144.38 144.18
S2 143.51 143.51 144.30
S3 142.64 143.11 144.22
S4 141.77 142.24 143.98
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
5 144.77 143.41 1.36 0.9% 0.67 0.5% 77% True False 686,912
10 144.77 143.09 1.68 1.2% 0.60 0.4% 82% True False 657,407
20 144.77 142.25 2.52 1.7% 0.61 0.4% 88% True False 728,724
40 144.77 138.68 6.09 4.2% 0.58 0.4% 95% True False 659,003
60 144.77 138.68 6.09 4.2% 0.55 0.4% 95% True False 577,321
80 144.77 138.68 6.09 4.2% 0.54 0.4% 95% True False 433,782
100 144.77 138.68 6.09 4.2% 0.50 0.3% 95% True False 347,182
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 0.10
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 148.47
2.618 147.05
1.618 146.18
1.000 145.64
0.618 145.31
HIGH 144.77
0.618 144.44
0.500 144.34
0.382 144.23
LOW 143.90
0.618 143.36
1.000 143.03
1.618 142.49
2.618 141.62
4.250 140.20
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 144.42 144.35
PP 144.38 144.24
S1 144.34 144.13

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

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