Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 147.54 147.64 0.10 0.1% 146.80
High 148.06 147.72 -0.34 -0.2% 148.06
Low 147.47 147.39 -0.08 -0.1% 146.71
Close 147.61 147.64 0.03 0.0% 147.64
Range 0.59 0.33 -0.26 -44.1% 1.35
ATR 0.57 0.55 -0.02 -3.0% 0.00
Volume 464,628 232,401 -232,227 -50.0% 2,428,934
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 148.57 148.44 147.82
R3 148.24 148.11 147.73
R2 147.91 147.91 147.70
R1 147.78 147.78 147.67 147.81
PP 147.58 147.58 147.58 147.60
S1 147.45 147.45 147.61 147.48
S2 147.25 147.25 147.58
S3 146.92 147.12 147.55
S4 146.59 146.79 147.46
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 151.52 150.93 148.38
R3 150.17 149.58 148.01
R2 148.82 148.82 147.89
R1 148.23 148.23 147.76 148.53
PP 147.47 147.47 147.47 147.62
S1 146.88 146.88 147.52 147.18
S2 146.12 146.12 147.39
S3 144.77 145.53 147.27
S4 143.42 144.18 146.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.06 146.71 1.35 0.9% 0.43 0.3% 69% False False 485,786
10 148.06 145.85 2.21 1.5% 0.47 0.3% 81% False False 490,916
20 148.06 144.91 3.15 2.1% 0.51 0.3% 87% False False 497,417
40 148.06 144.03 4.03 2.7% 0.54 0.4% 90% False False 438,283
60 148.06 142.46 5.60 3.8% 0.51 0.3% 93% False False 293,014
80 148.06 141.01 7.05 4.8% 0.41 0.3% 94% False False 219,762
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.12
2.618 148.58
1.618 148.25
1.000 148.05
0.618 147.92
HIGH 147.72
0.618 147.59
0.500 147.56
0.382 147.52
LOW 147.39
0.618 147.19
1.000 147.06
1.618 146.86
2.618 146.53
4.250 145.99
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 147.61 147.65
PP 147.58 147.64
S1 147.56 147.64

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

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