Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 145.14 144.58 -0.56 -0.4% 143.53
High 145.18 145.07 -0.11 -0.1% 145.63
Low 144.66 144.54 -0.12 -0.1% 143.51
Close 144.70 144.96 0.26 0.2% 145.20
Range 0.52 0.53 0.01 1.9% 2.12
ATR 0.47 0.47 0.00 0.9% 0.00
Volume 7,086 14,006 6,920 97.7% 50,115
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 146.45 146.23 145.25
R3 145.92 145.70 145.11
R2 145.39 145.39 145.06
R1 145.17 145.17 145.01 145.28
PP 144.86 144.86 144.86 144.91
S1 144.64 144.64 144.91 144.75
S2 144.33 144.33 144.86
S3 143.80 144.11 144.81
S4 143.27 143.58 144.67
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 151.14 150.29 146.37
R3 149.02 148.17 145.78
R2 146.90 146.90 145.59
R1 146.05 146.05 145.39 146.48
PP 144.78 144.78 144.78 144.99
S1 143.93 143.93 145.01 144.36
S2 142.66 142.66 144.81
S3 140.54 141.81 144.62
S4 138.42 139.69 144.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.59 144.54 1.05 0.7% 0.47 0.3% 40% False True 9,093
10 145.63 143.51 2.12 1.5% 0.49 0.3% 68% False False 9,110
20 145.63 142.49 3.14 2.2% 0.46 0.3% 79% False False 4,744
40 145.63 141.43 4.20 2.9% 0.31 0.2% 84% False False 2,376
60 145.63 140.90 4.73 3.3% 0.28 0.2% 86% False False 1,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 147.32
2.618 146.46
1.618 145.93
1.000 145.60
0.618 145.40
HIGH 145.07
0.618 144.87
0.500 144.81
0.382 144.74
LOW 144.54
0.618 144.21
1.000 144.01
1.618 143.68
2.618 143.15
4.250 142.29
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 144.91 144.93
PP 144.86 144.90
S1 144.81 144.87

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

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