Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 144.89 144.97 0.08 0.1% 145.61
High 145.30 145.63 0.33 0.2% 145.99
Low 144.58 144.90 0.32 0.2% 144.03
Close 145.18 145.25 0.07 0.0% 145.64
Range 0.72 0.73 0.01 1.4% 1.96
ATR 0.59 0.60 0.01 1.7% 0.00
Volume 557,502 626,311 68,809 12.3% 4,406,976
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.45 147.08 145.65
R3 146.72 146.35 145.45
R2 145.99 145.99 145.38
R1 145.62 145.62 145.32 145.81
PP 145.26 145.26 145.26 145.35
S1 144.89 144.89 145.18 145.08
S2 144.53 144.53 145.12
S3 143.80 144.16 145.05
S4 143.07 143.43 144.85
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 151.10 150.33 146.72
R3 149.14 148.37 146.18
R2 147.18 147.18 146.00
R1 146.41 146.41 145.82 146.80
PP 145.22 145.22 145.22 145.41
S1 144.45 144.45 145.46 144.84
S2 143.26 143.26 145.28
S3 141.30 142.49 145.10
S4 139.34 140.53 144.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.99 144.58 1.41 1.0% 0.67 0.5% 48% False False 555,510
10 145.99 144.03 1.96 1.3% 0.69 0.5% 62% False False 725,035
20 145.99 144.03 1.96 1.3% 0.58 0.4% 62% False False 379,149
40 145.99 142.46 3.53 2.4% 0.51 0.3% 79% False False 190,813
60 145.99 141.01 4.98 3.4% 0.38 0.3% 85% False False 127,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.73
2.618 147.54
1.618 146.81
1.000 146.36
0.618 146.08
HIGH 145.63
0.618 145.35
0.500 145.27
0.382 145.18
LOW 144.90
0.618 144.45
1.000 144.17
1.618 143.72
2.618 142.99
4.250 141.80
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 145.27 145.20
PP 145.26 145.15
S1 145.26 145.11

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

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