Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 147.64 147.50 -0.14 -0.1% 146.80
High 147.72 147.66 -0.06 0.0% 148.06
Low 147.39 147.46 0.07 0.0% 146.71
Close 147.64 147.58 -0.06 0.0% 147.64
Range 0.33 0.20 -0.13 -39.4% 1.35
ATR 0.55 0.53 -0.03 -4.5% 0.00
Volume 232,401 673,428 441,027 189.8% 2,428,934
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 148.17 148.07 147.69
R3 147.97 147.87 147.64
R2 147.77 147.77 147.62
R1 147.67 147.67 147.60 147.72
PP 147.57 147.57 147.57 147.59
S1 147.47 147.47 147.56 147.52
S2 147.37 147.37 147.54
S3 147.17 147.27 147.53
S4 146.97 147.07 147.47
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
5 148.06 146.81 1.25 0.8% 0.42 0.3% 62% False False 513,439
10 148.06 145.85 2.21 1.5% 0.45 0.3% 78% False False 509,799
20 148.06 144.91 3.15 2.1% 0.49 0.3% 85% False False 511,619
40 148.06 144.03 4.03 2.7% 0.54 0.4% 88% False False 455,006
60 148.06 142.46 5.60 3.8% 0.50 0.3% 91% False False 304,237
80 148.06 141.01 7.05 4.8% 0.41 0.3% 93% False False 228,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 148.51
2.618 148.18
1.618 147.98
1.000 147.86
0.618 147.78
HIGH 147.66
0.618 147.58
0.500 147.56
0.382 147.54
LOW 147.46
0.618 147.34
1.000 147.26
1.618 147.14
2.618 146.94
4.250 146.61
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 147.57 147.73
PP 147.57 147.68
S1 147.56 147.63

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

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