Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 144.64 145.10 0.46 0.3% 143.97
High 145.33 145.20 -0.13 -0.1% 145.33
Low 144.58 144.18 -0.40 -0.3% 143.49
Close 145.07 144.38 -0.69 -0.5% 144.38
Range 0.75 1.02 0.27 36.0% 1.84
ATR 0.62 0.65 0.03 4.5% 0.00
Volume 1,286,286 1,344,113 57,827 4.5% 4,987,805
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 147.65 147.03 144.94
R3 146.63 146.01 144.66
R2 145.61 145.61 144.57
R1 144.99 144.99 144.47 144.79
PP 144.59 144.59 144.59 144.49
S1 143.97 143.97 144.29 143.77
S2 143.57 143.57 144.19
S3 142.55 142.95 144.10
S4 141.53 141.93 143.82
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 149.92 148.99 145.39
R3 148.08 147.15 144.89
R2 146.24 146.24 144.72
R1 145.31 145.31 144.55 145.78
PP 144.40 144.40 144.40 144.63
S1 143.47 143.47 144.21 143.94
S2 142.56 142.56 144.04
S3 140.72 141.63 143.87
S4 138.88 139.79 143.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.33 143.49 1.84 1.3% 0.75 0.5% 48% False False 997,561
10 145.33 143.41 1.92 1.3% 0.65 0.5% 51% False False 790,217
20 145.33 143.09 2.24 1.6% 0.63 0.4% 58% False False 757,916
40 145.33 138.68 6.65 4.6% 0.59 0.4% 86% False False 711,481
60 145.33 138.68 6.65 4.6% 0.57 0.4% 86% False False 619,907
80 145.33 138.68 6.65 4.6% 0.55 0.4% 86% False False 466,660
100 145.33 138.68 6.65 4.6% 0.51 0.4% 86% False False 373,486
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 21 trading days
Fibonacci Retracements and Extensions
4.250 149.54
2.618 147.87
1.618 146.85
1.000 146.22
0.618 145.83
HIGH 145.20
0.618 144.81
0.500 144.69
0.382 144.57
LOW 144.18
0.618 143.55
1.000 143.16
1.618 142.53
2.618 141.51
4.250 139.85
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 144.69 144.62
PP 144.59 144.54
S1 144.48 144.46

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

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