Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 147.40 147.54 0.14 0.1% 146.90
High 147.54 148.06 0.52 0.4% 147.25
Low 147.23 147.47 0.24 0.2% 145.85
Close 147.33 147.61 0.28 0.2% 146.53
Range 0.31 0.59 0.28 90.3% 1.40
ATR 0.56 0.57 0.01 2.2% 0.00
Volume 759,989 464,628 -295,361 -38.9% 1,995,630
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.48 149.14 147.93
R3 148.89 148.55 147.77
R2 148.30 148.30 147.72
R1 147.96 147.96 147.66 148.13
PP 147.71 147.71 147.71 147.80
S1 147.37 147.37 147.56 147.54
S2 147.12 147.12 147.50
S3 146.53 146.78 147.45
S4 145.94 146.19 147.29
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 150.74 150.04 147.30
R3 149.34 148.64 146.92
R2 147.94 147.94 146.79
R1 147.24 147.24 146.66 146.89
PP 146.54 146.54 146.54 146.37
S1 145.84 145.84 146.40 145.49
S2 145.14 145.14 146.27
S3 143.74 144.44 146.15
S4 142.34 143.04 145.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.06 145.85 2.21 1.5% 0.52 0.4% 80% True False 484,749
10 148.06 145.85 2.21 1.5% 0.48 0.3% 80% True False 513,367
20 148.06 144.90 3.16 2.1% 0.53 0.4% 86% True False 517,113
40 148.06 144.03 4.03 2.7% 0.56 0.4% 89% True False 432,814
60 148.06 142.46 5.60 3.8% 0.50 0.3% 92% True False 289,141
80 148.06 141.01 7.05 4.8% 0.41 0.3% 94% True False 216,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.57
2.618 149.60
1.618 149.01
1.000 148.65
0.618 148.42
HIGH 148.06
0.618 147.83
0.500 147.77
0.382 147.70
LOW 147.47
0.618 147.11
1.000 146.88
1.618 146.52
2.618 145.93
4.250 144.96
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 147.77 147.55
PP 147.71 147.49
S1 147.66 147.44

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

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