Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 147.98 148.40 0.42 0.3% 148.35
High 148.62 148.57 -0.05 0.0% 148.78
Low 147.74 148.33 0.59 0.4% 147.65
Close 148.42 148.46 0.04 0.0% 148.42
Range 0.88 0.24 -0.64 -72.7% 1.13
ATR 0.57 0.54 -0.02 -4.1% 0.00
Volume 391,468 550,957 159,489 40.7% 3,495,410
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 149.17 149.06 148.59
R3 148.93 148.82 148.53
R2 148.69 148.69 148.50
R1 148.58 148.58 148.48 148.64
PP 148.45 148.45 148.45 148.48
S1 148.34 148.34 148.44 148.40
S2 148.21 148.21 148.42
S3 147.97 148.10 148.39
S4 147.73 147.86 148.33
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.67 151.18 149.04
R3 150.54 150.05 148.73
R2 149.41 149.41 148.63
R1 148.92 148.92 148.52 149.17
PP 148.28 148.28 148.28 148.41
S1 147.79 147.79 148.32 148.04
S2 147.15 147.15 148.21
S3 146.02 146.66 148.11
S4 144.89 145.53 147.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.78 147.65 1.13 0.8% 0.66 0.4% 72% False False 683,885
10 148.78 147.65 1.13 0.8% 0.58 0.4% 72% False False 608,292
20 148.78 146.81 1.97 1.3% 0.49 0.3% 84% False False 561,149
40 148.78 144.58 4.20 2.8% 0.52 0.3% 92% False False 543,015
60 148.78 143.51 5.27 3.5% 0.53 0.4% 94% False False 448,436
80 148.78 141.99 6.79 4.6% 0.48 0.3% 95% False False 336,376
100 148.78 141.01 7.77 5.2% 0.42 0.3% 96% False False 269,101
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 149.59
2.618 149.20
1.618 148.96
1.000 148.81
0.618 148.72
HIGH 148.57
0.618 148.48
0.500 148.45
0.382 148.42
LOW 148.33
0.618 148.18
1.000 148.09
1.618 147.94
2.618 147.70
4.250 147.31
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 148.46 148.35
PP 148.45 148.24
S1 148.45 148.14

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

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