Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 145.66 145.14 -0.52 -0.4% 145.52
High 145.72 145.68 -0.04 0.0% 145.76
Low 145.02 144.91 -0.11 -0.1% 144.58
Close 145.05 145.46 0.41 0.3% 145.45
Range 0.70 0.77 0.07 10.0% 1.18
ATR 0.60 0.61 0.01 2.1% 0.00
Volume 581,060 596,496 15,436 2.7% 2,832,428
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.66 147.33 145.88
R3 146.89 146.56 145.67
R2 146.12 146.12 145.60
R1 145.79 145.79 145.53 145.96
PP 145.35 145.35 145.35 145.43
S1 145.02 145.02 145.39 145.19
S2 144.58 144.58 145.32
S3 143.81 144.25 145.25
S4 143.04 143.48 145.04
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.80 148.31 146.10
R3 147.62 147.13 145.77
R2 146.44 146.44 145.67
R1 145.95 145.95 145.56 145.61
PP 145.26 145.26 145.26 145.09
S1 144.77 144.77 145.34 144.43
S2 144.08 144.08 145.23
S3 142.90 143.59 145.13
S4 141.72 142.41 144.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.81 144.90 0.91 0.6% 0.65 0.4% 62% False False 551,149
10 145.99 144.03 1.96 1.3% 0.70 0.5% 73% False False 611,858
20 145.99 144.03 1.96 1.3% 0.61 0.4% 73% False False 484,048
40 145.99 142.49 3.50 2.4% 0.53 0.4% 85% False False 244,046
60 145.99 141.43 4.56 3.1% 0.40 0.3% 88% False False 162,700
80 145.99 140.68 5.31 3.7% 0.36 0.2% 90% False False 122,025
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 0.18
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 148.95
2.618 147.70
1.618 146.93
1.000 146.45
0.618 146.16
HIGH 145.68
0.618 145.39
0.500 145.30
0.382 145.20
LOW 144.91
0.618 144.43
1.000 144.14
1.618 143.66
2.618 142.89
4.250 141.64
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 145.41 145.43
PP 145.35 145.39
S1 145.30 145.36

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

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